CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 0.7760 0.7840 0.0080 1.0% 0.7827
High 0.7829 0.7874 0.0045 0.6% 0.7841
Low 0.7760 0.7840 0.0080 1.0% 0.7783
Close 0.7820 0.7872 0.0052 0.7% 0.7813
Range 0.0069 0.0034 -0.0035 -50.7% 0.0059
ATR 0.0043 0.0044 0.0001 1.8% 0.0000
Volume 173 10 -163 -94.2% 656
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 0.7964 0.7952 0.7890
R3 0.7930 0.7918 0.7881
R2 0.7896 0.7896 0.7878
R1 0.7884 0.7884 0.7875 0.7890
PP 0.7862 0.7862 0.7862 0.7865
S1 0.7850 0.7850 0.7868 0.7856
S2 0.7828 0.7828 0.7865
S3 0.7794 0.7816 0.7862
S4 0.7760 0.7782 0.7853
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 0.7988 0.7959 0.7845
R3 0.7929 0.7900 0.7829
R2 0.7871 0.7871 0.7824
R1 0.7842 0.7842 0.7818 0.7827
PP 0.7812 0.7812 0.7812 0.7805
S1 0.7783 0.7783 0.7808 0.7769
S2 0.7754 0.7754 0.7802
S3 0.7695 0.7725 0.7797
S4 0.7637 0.7666 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7728 0.0146 1.9% 0.0045 0.6% 98% True False 105
10 0.7874 0.7728 0.0146 1.9% 0.0040 0.5% 98% True False 123
20 0.8014 0.7728 0.0286 3.6% 0.0037 0.5% 50% False False 114
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 58% False False 99
60 0.8051 0.7679 0.0373 4.7% 0.0038 0.5% 52% False False 101
80 0.8177 0.7679 0.0498 6.3% 0.0037 0.5% 39% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7963
1.618 0.7929
1.000 0.7908
0.618 0.7895
HIGH 0.7874
0.618 0.7861
0.500 0.7857
0.382 0.7853
LOW 0.7840
0.618 0.7819
1.000 0.7806
1.618 0.7785
2.618 0.7751
4.250 0.7695
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 0.7867 0.7848
PP 0.7862 0.7825
S1 0.7857 0.7801

These figures are updated between 7pm and 10pm EST after a trading day.

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