CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 0.7783 0.7730 -0.0053 -0.7% 0.7800
High 0.7783 0.7737 -0.0046 -0.6% 0.7880
Low 0.7734 0.7700 -0.0034 -0.4% 0.7734
Close 0.7739 0.7712 -0.0026 -0.3% 0.7739
Range 0.0049 0.0037 -0.0012 -25.5% 0.0146
ATR 0.0047 0.0047 -0.0001 -1.3% 0.0000
Volume 181 457 276 152.5% 883
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 0.7826 0.7805 0.7732
R3 0.7789 0.7769 0.7722
R2 0.7753 0.7753 0.7719
R1 0.7732 0.7732 0.7715 0.7724
PP 0.7716 0.7716 0.7716 0.7712
S1 0.7696 0.7696 0.7709 0.7688
S2 0.7680 0.7680 0.7705
S3 0.7643 0.7659 0.7702
S4 0.7607 0.7623 0.7692
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 0.7700 0.0180 2.3% 0.0044 0.6% 7% False True 262
10 0.7880 0.7700 0.0180 2.3% 0.0046 0.6% 7% False True 201
20 0.7880 0.7700 0.0180 2.3% 0.0042 0.5% 7% False True 161
40 0.8014 0.7700 0.0314 4.1% 0.0040 0.5% 4% False True 135
60 0.8014 0.7679 0.0335 4.3% 0.0038 0.5% 10% False False 120
80 0.8162 0.7679 0.0483 6.3% 0.0039 0.5% 7% False False 109
100 0.8177 0.7679 0.0498 6.5% 0.0037 0.5% 7% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7892
2.618 0.7832
1.618 0.7796
1.000 0.7773
0.618 0.7759
HIGH 0.7737
0.618 0.7723
0.500 0.7718
0.382 0.7714
LOW 0.7700
0.618 0.7677
1.000 0.7663
1.618 0.7641
2.618 0.7604
4.250 0.7545
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 0.7718 0.7758
PP 0.7716 0.7743
S1 0.7714 0.7727

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

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