CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.7840 0.7874 0.0034 0.4% 0.7800
High 0.7874 0.7875 0.0001 0.0% 0.7875
Low 0.7840 0.7852 0.0012 0.1% 0.7728
Close 0.7872 0.7852 -0.0020 -0.3% 0.7852
Range 0.0034 0.0023 -0.0011 -30.9% 0.0147
ATR 0.0044 0.0043 -0.0001 -3.3% 0.0000
Volume 10 28 18 180.0% 480
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.7930 0.7914 0.7864
R3 0.7906 0.7891 0.7858
R2 0.7883 0.7883 0.7856
R1 0.7867 0.7867 0.7854 0.7863
PP 0.7859 0.7859 0.7859 0.7857
S1 0.7844 0.7844 0.7849 0.7840
S2 0.7836 0.7836 0.7847
S3 0.7812 0.7820 0.7845
S4 0.7789 0.7797 0.7839
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.8259 0.8202 0.7932
R3 0.8112 0.8055 0.7892
R2 0.7965 0.7965 0.7878
R1 0.7908 0.7908 0.7865 0.7937
PP 0.7818 0.7818 0.7818 0.7832
S1 0.7761 0.7761 0.7838 0.7790
S2 0.7671 0.7671 0.7825
S3 0.7524 0.7614 0.7811
S4 0.7377 0.7467 0.7771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7875 0.7728 0.0147 1.9% 0.0041 0.5% 84% True False 96
10 0.7875 0.7728 0.0147 1.9% 0.0039 0.5% 84% True False 113
20 0.8014 0.7728 0.0286 3.6% 0.0037 0.5% 43% False False 113
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 52% False False 97
60 0.8051 0.7679 0.0373 4.7% 0.0037 0.5% 46% False False 100
80 0.8177 0.7679 0.0498 6.3% 0.0036 0.5% 35% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7975
2.618 0.7937
1.618 0.7913
1.000 0.7898
0.618 0.7890
HIGH 0.7875
0.618 0.7866
0.500 0.7863
0.382 0.7860
LOW 0.7852
0.618 0.7837
1.000 0.7828
1.618 0.7813
2.618 0.7790
4.250 0.7752
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.7863 0.7840
PP 0.7859 0.7829
S1 0.7855 0.7818

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

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