CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 0.7716 0.7797 0.0081 1.0% 0.7800
High 0.7820 0.7831 0.0011 0.1% 0.7880
Low 0.7703 0.7739 0.0036 0.5% 0.7734
Close 0.7796 0.7750 -0.0046 -0.6% 0.7739
Range 0.0118 0.0093 -0.0025 -21.3% 0.0146
ATR 0.0052 0.0055 0.0003 5.6% 0.0000
Volume 676 186 -490 -72.5% 883
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 0.8051 0.7993 0.7801
R3 0.7958 0.7900 0.7775
R2 0.7866 0.7866 0.7767
R1 0.7808 0.7808 0.7758 0.7791
PP 0.7773 0.7773 0.7773 0.7765
S1 0.7715 0.7715 0.7742 0.7698
S2 0.7681 0.7681 0.7733
S3 0.7588 0.7623 0.7725
S4 0.7496 0.7530 0.7699
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 0.7831 0.7700 0.0131 1.7% 0.0067 0.9% 38% True False 346
10 0.7880 0.7700 0.0180 2.3% 0.0056 0.7% 28% False False 255
20 0.7880 0.7700 0.0180 2.3% 0.0049 0.6% 28% False False 181
40 0.8014 0.7700 0.0314 4.0% 0.0043 0.6% 16% False False 143
60 0.8014 0.7679 0.0335 4.3% 0.0041 0.5% 21% False False 133
80 0.8051 0.7679 0.0373 4.8% 0.0040 0.5% 19% False False 119
100 0.8177 0.7679 0.0498 6.4% 0.0039 0.5% 14% False False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8224
2.618 0.8073
1.618 0.7981
1.000 0.7924
0.618 0.7888
HIGH 0.7831
0.618 0.7796
0.500 0.7785
0.382 0.7774
LOW 0.7739
0.618 0.7681
1.000 0.7646
1.618 0.7589
2.618 0.7496
4.250 0.7345
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 0.7785 0.7766
PP 0.7773 0.7760
S1 0.7762 0.7755

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

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