CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 0.7864 0.7800 -0.0064 -0.8% 0.7856
High 0.7880 0.7827 -0.0053 -0.7% 0.7872
Low 0.7835 0.7779 -0.0056 -0.7% 0.7773
Close 0.7839 0.7821 -0.0018 -0.2% 0.7798
Range 0.0045 0.0048 0.0003 5.5% 0.0099
ATR 0.0045 0.0046 0.0001 2.3% 0.0000
Volume 237 207 -30 -12.7% 849
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 0.7953 0.7935 0.7847
R3 0.7905 0.7887 0.7834
R2 0.7857 0.7857 0.7830
R1 0.7839 0.7839 0.7825 0.7848
PP 0.7809 0.7809 0.7809 0.7814
S1 0.7791 0.7791 0.7817 0.7800
S2 0.7761 0.7761 0.7812
S3 0.7713 0.7743 0.7808
S4 0.7665 0.7695 0.7795
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 0.7880 0.7779 0.0101 1.3% 0.0045 0.6% 42% False True 165
10 0.7880 0.7773 0.0107 1.4% 0.0042 0.5% 45% False False 135
20 0.7880 0.7728 0.0152 1.9% 0.0041 0.5% 61% False False 130
40 0.8014 0.7728 0.0286 3.7% 0.0040 0.5% 33% False False 118
60 0.8014 0.7679 0.0335 4.3% 0.0038 0.5% 43% False False 110
80 0.8177 0.7679 0.0498 6.4% 0.0038 0.5% 29% False False 98
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 False
3BNR False
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 0.8031
2.618 0.7953
1.618 0.7905
1.000 0.7875
0.618 0.7857
HIGH 0.7827
0.618 0.7809
0.500 0.7803
0.382 0.7797
LOW 0.7779
0.618 0.7749
1.000 0.7731
1.618 0.7701
2.618 0.7653
4.250 0.7575
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 0.7815 0.7830
PP 0.7809 0.7827
S1 0.7803 0.7824

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

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