CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.7874 0.7856 -0.0019 -0.2% 0.7800
High 0.7875 0.7872 -0.0003 0.0% 0.7875
Low 0.7852 0.7844 -0.0008 -0.1% 0.7728
Close 0.7852 0.7844 -0.0008 -0.1% 0.7852
Range 0.0023 0.0029 0.0005 21.3% 0.0147
ATR 0.0043 0.0042 -0.0001 -2.4% 0.0000
Volume 28 178 150 535.7% 480
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.7939 0.7920 0.7859
R3 0.7910 0.7891 0.7851
R2 0.7882 0.7882 0.7849
R1 0.7863 0.7863 0.7846 0.7858
PP 0.7853 0.7853 0.7853 0.7851
S1 0.7834 0.7834 0.7841 0.7829
S2 0.7825 0.7825 0.7838
S3 0.7796 0.7806 0.7836
S4 0.7768 0.7777 0.7828
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% 0.0042 0.5% 79% False False 116
10 0.7875 0.7728 0.0147 1.9% 0.0038 0.5% 79% False False 121
20 0.8014 0.7728 0.0286 3.6% 0.0037 0.5% 40% False False 119
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 49% False False 97
60 0.8051 0.7679 0.0373 4.7% 0.0037 0.5% 44% False False 102
80 0.8177 0.7679 0.0498 6.3% 0.0036 0.5% 33% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7947
1.618 0.7918
1.000 0.7901
0.618 0.7890
HIGH 0.7872
0.618 0.7861
0.500 0.7858
0.382 0.7854
LOW 0.7844
0.618 0.7826
1.000 0.7815
1.618 0.7797
2.618 0.7769
4.250 0.7722
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.7858 0.7858
PP 0.7853 0.7853
S1 0.7848 0.7848

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

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