CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 25-May-2018
Day Change Summary
Previous Current
24-May-2018 25-May-2018 Change Change % Previous Week
Open 0.7816 0.7783 -0.0033 -0.4% 0.7800
High 0.7816 0.7783 -0.0033 -0.4% 0.7880
Low 0.7776 0.7734 -0.0042 -0.5% 0.7734
Close 0.7793 0.7739 -0.0054 -0.7% 0.7739
Range 0.0040 0.0049 0.0009 22.5% 0.0146
ATR 0.0046 0.0047 0.0001 1.9% 0.0000
Volume 231 181 -50 -21.6% 883
Daily Pivots for day following 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.7899 0.7868 0.7765
R3 0.7850 0.7819 0.7752
R2 0.7801 0.7801 0.7747
R1 0.7770 0.7770 0.7743 0.7761
PP 0.7752 0.7752 0.7752 0.7747
S1 0.7721 0.7721 0.7734 0.7712
S2 0.7703 0.7703 0.7730
S3 0.7654 0.7672 0.7725
S4 0.7605 0.7623 0.7712
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.8222 0.8126 0.7819
R3 0.8076 0.7980 0.7779
R2 0.7930 0.7930 0.7765
R1 0.7834 0.7834 0.7752 0.7809
PP 0.7784 0.7784 0.7784 0.7772
S1 0.7688 0.7688 0.7725 0.7663
S2 0.7638 0.7638 0.7712
S3 0.7492 0.7542 0.7698
S4 0.7346 0.7396 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7734 0.0146 1.9% 0.0047 0.6% 3% False True 176
10 0.7880 0.7734 0.0146 1.9% 0.0046 0.6% 3% False True 173
20 0.7880 0.7728 0.0152 2.0% 0.0042 0.5% 7% False False 143
40 0.8014 0.7728 0.0286 3.7% 0.0041 0.5% 4% False False 125
60 0.8014 0.7679 0.0335 4.3% 0.0038 0.5% 18% False False 115
80 0.8177 0.7679 0.0498 6.4% 0.0038 0.5% 12% False False 103
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7991
2.618 0.7911
1.618 0.7862
1.000 0.7832
0.618 0.7813
HIGH 0.7783
0.618 0.7764
0.500 0.7759
0.382 0.7753
LOW 0.7734
0.618 0.7704
1.000 0.7685
1.618 0.7655
2.618 0.7606
4.250 0.7526
Fisher Pivots for day following 25-May-2018
Pivot 1 day 3 day
R1 0.7759 0.7781
PP 0.7752 0.7767
S1 0.7745 0.7753

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

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