CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.7830 0.7800 -0.0030 -0.4% 0.7856
High 0.7830 0.7851 0.0020 0.3% 0.7872
Low 0.7785 0.7799 0.0014 0.2% 0.7773
Close 0.7798 0.7841 0.0044 0.6% 0.7798
Range 0.0045 0.0051 0.0006 14.4% 0.0099
ATR 0.0045 0.0045 0.0001 1.3% 0.0000
Volume 43 27 -16 -37.2% 849
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.7985 0.7964 0.7869
R3 0.7933 0.7913 0.7855
R2 0.7882 0.7882 0.7850
R1 0.7861 0.7861 0.7846 0.7871
PP 0.7830 0.7830 0.7830 0.7835
S1 0.7810 0.7810 0.7836 0.7820
S2 0.7779 0.7779 0.7832
S3 0.7727 0.7758 0.7827
S4 0.7676 0.7707 0.7813
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8112 0.8054 0.7852
R3 0.8013 0.7955 0.7825
R2 0.7913 0.7913 0.7816
R1 0.7855 0.7855 0.7807 0.7835
PP 0.7814 0.7814 0.7814 0.7804
S1 0.7756 0.7756 0.7788 0.7735
S2 0.7715 0.7715 0.7779
S3 0.7615 0.7657 0.7770
S4 0.7516 0.7557 0.7743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7871 0.7773 0.0098 1.3% 0.0049 0.6% 70% False False 139
10 0.7875 0.7728 0.0147 1.9% 0.0045 0.6% 77% False False 127
20 0.7875 0.7728 0.0147 1.9% 0.0039 0.5% 77% False False 118
40 0.8014 0.7728 0.0286 3.6% 0.0039 0.5% 40% False False 108
60 0.8014 0.7679 0.0335 4.3% 0.0038 0.5% 49% False False 106
80 0.8177 0.7679 0.0498 6.4% 0.0037 0.5% 33% False False 93
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7985
1.618 0.7934
1.000 0.7902
0.618 0.7882
HIGH 0.7851
0.618 0.7831
0.500 0.7825
0.382 0.7819
LOW 0.7799
0.618 0.7767
1.000 0.7748
1.618 0.7716
2.618 0.7664
4.250 0.7580
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.7836 0.7837
PP 0.7830 0.7832
S1 0.7825 0.7828

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

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