CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 0.7740 0.7725 -0.0015 -0.2% 0.7772
High 0.7745 0.7731 -0.0014 -0.2% 0.7805
Low 0.7709 0.7705 -0.0003 0.0% 0.7686
Close 0.7731 0.7711 -0.0020 -0.3% 0.7762
Range 0.0036 0.0025 -0.0011 -29.2% 0.0120
ATR 0.0053 0.0051 -0.0002 -3.7% 0.0000
Volume 204 264 60 29.4% 941
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7792 0.7777 0.7725
R3 0.7766 0.7751 0.7718
R2 0.7741 0.7741 0.7716
R1 0.7726 0.7726 0.7713 0.7721
PP 0.7716 0.7716 0.7716 0.7713
S1 0.7701 0.7701 0.7709 0.7695
S2 0.7690 0.7690 0.7706
S3 0.7665 0.7675 0.7704
S4 0.7639 0.7650 0.7697
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.8109 0.8055 0.7827
R3 0.7990 0.7935 0.7794
R2 0.7870 0.7870 0.7783
R1 0.7816 0.7816 0.7772 0.7783
PP 0.7751 0.7751 0.7751 0.7734
S1 0.7696 0.7696 0.7751 0.7664
S2 0.7631 0.7631 0.7740
S3 0.7512 0.7577 0.7729
S4 0.7392 0.7457 0.7696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7805 0.7700 0.0105 1.4% 0.0042 0.5% 10% False False 260
10 0.7831 0.7686 0.0146 1.9% 0.0055 0.7% 18% False False 229
20 0.7880 0.7686 0.0195 2.5% 0.0051 0.7% 13% False False 215
40 0.8014 0.7686 0.0328 4.3% 0.0044 0.6% 8% False False 167
60 0.8014 0.7679 0.0335 4.3% 0.0041 0.5% 10% False False 137
80 0.8051 0.7679 0.0373 4.8% 0.0040 0.5% 9% False False 131
100 0.8177 0.7679 0.0498 6.5% 0.0039 0.5% 7% False False 111
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7797
1.618 0.7772
1.000 0.7756
0.618 0.7746
HIGH 0.7731
0.618 0.7721
0.500 0.7718
0.382 0.7715
LOW 0.7705
0.618 0.7689
1.000 0.7680
1.618 0.7664
2.618 0.7638
4.250 0.7597
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 0.7718 0.7733
PP 0.7716 0.7726
S1 0.7713 0.7718

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

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