CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 0.7800 0.7816 0.0016 0.2% 0.7856
High 0.7827 0.7816 -0.0011 -0.1% 0.7872
Low 0.7779 0.7776 -0.0003 0.0% 0.7773
Close 0.7821 0.7793 -0.0029 -0.4% 0.7798
Range 0.0048 0.0040 -0.0008 -16.7% 0.0099
ATR 0.0046 0.0046 0.0000 -0.2% 0.0000
Volume 207 231 24 11.6% 849
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 0.7915 0.7894 0.7815
R3 0.7875 0.7854 0.7804
R2 0.7835 0.7835 0.7800
R1 0.7814 0.7814 0.7796 0.7804
PP 0.7795 0.7795 0.7795 0.7790
S1 0.7774 0.7774 0.7789 0.7764
S2 0.7755 0.7755 0.7785
S3 0.7715 0.7734 0.7782
S4 0.7675 0.7694 0.7771
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 0.7776 0.0104 1.3% 0.0046 0.6% 16% False True 149
10 0.7880 0.7773 0.0107 1.4% 0.0043 0.6% 19% False False 157
20 0.7880 0.7728 0.0152 2.0% 0.0042 0.5% 42% False False 140
40 0.8014 0.7728 0.0286 3.7% 0.0040 0.5% 23% False False 123
60 0.8014 0.7679 0.0335 4.3% 0.0038 0.5% 34% False False 113
80 0.8177 0.7679 0.0498 6.4% 0.0038 0.5% 23% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7986
2.618 0.7921
1.618 0.7881
1.000 0.7856
0.618 0.7841
HIGH 0.7816
0.618 0.7801
0.500 0.7796
0.382 0.7791
LOW 0.7776
0.618 0.7751
1.000 0.7736
1.618 0.7711
2.618 0.7671
4.250 0.7606
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 0.7796 0.7828
PP 0.7795 0.7816
S1 0.7794 0.7804

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

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