CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 0.7835 0.7815 -0.0020 -0.3% 0.7800
High 0.7835 0.7853 0.0018 0.2% 0.7875
Low 0.7773 0.7803 0.0030 0.4% 0.7728
Close 0.7803 0.7853 0.0050 0.6% 0.7852
Range 0.0062 0.0050 -0.0013 -20.8% 0.0147
ATR 0.0044 0.0044 0.0000 0.9% 0.0000
Volume 69 245 176 255.1% 480
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 0.7985 0.7968 0.7880
R3 0.7935 0.7919 0.7866
R2 0.7886 0.7886 0.7862
R1 0.7869 0.7869 0.7857 0.7877
PP 0.7836 0.7836 0.7836 0.7840
S1 0.7820 0.7820 0.7848 0.7828
S2 0.7787 0.7787 0.7843
S3 0.7737 0.7770 0.7839
S4 0.7688 0.7721 0.7825
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 0.7773 0.0102 1.3% 0.0040 0.5% 78% False False 106
10 0.7875 0.7728 0.0147 1.9% 0.0042 0.5% 85% False False 108
20 0.7972 0.7728 0.0244 3.1% 0.0039 0.5% 51% False False 126
40 0.8014 0.7715 0.0299 3.8% 0.0039 0.5% 46% False False 104
60 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 52% False False 105
80 0.8177 0.7679 0.0498 6.3% 0.0037 0.5% 35% False False 88
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.7982
1.618 0.7933
1.000 0.7902
0.618 0.7883
HIGH 0.7853
0.618 0.7834
0.500 0.7828
0.382 0.7822
LOW 0.7803
0.618 0.7772
1.000 0.7754
1.618 0.7723
2.618 0.7673
4.250 0.7593
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 0.7844 0.7842
PP 0.7836 0.7832
S1 0.7828 0.7822

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

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