CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 0.7815 0.7870 0.0055 0.7% 0.7800
High 0.7853 0.7871 0.0019 0.2% 0.7875
Low 0.7803 0.7834 0.0031 0.4% 0.7728
Close 0.7853 0.7845 -0.0008 -0.1% 0.7852
Range 0.0050 0.0037 -0.0013 -25.3% 0.0147
ATR 0.0044 0.0044 -0.0001 -1.2% 0.0000
Volume 245 314 69 28.2% 480
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 0.7961 0.7940 0.7865
R3 0.7924 0.7903 0.7855
R2 0.7887 0.7887 0.7851
R1 0.7866 0.7866 0.7848 0.7858
PP 0.7850 0.7850 0.7850 0.7846
S1 0.7829 0.7829 0.7841 0.7821
S2 0.7813 0.7813 0.7838
S3 0.7776 0.7792 0.7834
S4 0.7739 0.7755 0.7824
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% 70% False False 166
10 0.7875 0.7728 0.0147 1.9% 0.0042 0.5% 79% False False 136
20 0.7928 0.7728 0.0200 2.5% 0.0039 0.5% 58% False False 132
40 0.8014 0.7728 0.0286 3.6% 0.0038 0.5% 41% False False 109
60 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 50% False False 107
80 0.8177 0.7679 0.0498 6.3% 0.0037 0.5% 33% False False 92
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 True
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7968
1.618 0.7931
1.000 0.7908
0.618 0.7894
HIGH 0.7871
0.618 0.7857
0.500 0.7853
0.382 0.7848
LOW 0.7834
0.618 0.7811
1.000 0.7797
1.618 0.7774
2.618 0.7737
4.250 0.7677
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 0.7853 0.7837
PP 0.7850 0.7829
S1 0.7847 0.7822

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

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