CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 0.7856 0.7835 -0.0021 -0.3% 0.7800
High 0.7872 0.7835 -0.0037 -0.5% 0.7875
Low 0.7844 0.7773 -0.0071 -0.9% 0.7728
Close 0.7844 0.7803 -0.0041 -0.5% 0.7852
Range 0.0029 0.0062 0.0034 119.3% 0.0147
ATR 0.0042 0.0044 0.0002 5.0% 0.0000
Volume 178 69 -109 -61.2% 480
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 0.7991 0.7959 0.7837
R3 0.7928 0.7897 0.7820
R2 0.7866 0.7866 0.7814
R1 0.7834 0.7834 0.7809 0.7819
PP 0.7804 0.7804 0.7804 0.7796
S1 0.7772 0.7772 0.7797 0.7757
S2 0.7741 0.7741 0.7792
S3 0.7679 0.7710 0.7786
S4 0.7616 0.7647 0.7769
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 0.7760 0.0115 1.5% 0.0043 0.6% 37% False False 91
10 0.7875 0.7728 0.0147 1.9% 0.0041 0.5% 51% False False 95
20 0.7995 0.7728 0.0267 3.4% 0.0039 0.5% 28% False False 119
40 0.8014 0.7683 0.0331 4.2% 0.0038 0.5% 36% False False 98
60 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 37% False False 103
80 0.8177 0.7679 0.0498 6.4% 0.0037 0.5% 25% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8101
2.618 0.7999
1.618 0.7936
1.000 0.7897
0.618 0.7874
HIGH 0.7835
0.618 0.7811
0.500 0.7804
0.382 0.7796
LOW 0.7773
0.618 0.7734
1.000 0.7710
1.618 0.7671
2.618 0.7609
4.250 0.7507
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 0.7804 0.7824
PP 0.7804 0.7817
S1 0.7803 0.7810

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

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