CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 0.7533 0.7537 0.0005 0.1% 0.7612
High 0.7549 0.7562 0.0014 0.2% 0.7622
Low 0.7527 0.7500 -0.0027 -0.4% 0.7500
Close 0.7541 0.7555 0.0015 0.2% 0.7555
Range 0.0022 0.0063 0.0041 184.1% 0.0123
ATR 0.0049 0.0050 0.0001 2.0% 0.0000
Volume 78 443 365 467.9% 1,217
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7726 0.7703 0.7589
R3 0.7664 0.7641 0.7572
R2 0.7601 0.7601 0.7566
R1 0.7578 0.7578 0.7561 0.7590
PP 0.7539 0.7539 0.7539 0.7545
S1 0.7516 0.7516 0.7549 0.7527
S2 0.7476 0.7476 0.7544
S3 0.7414 0.7453 0.7538
S4 0.7351 0.7391 0.7521
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7926 0.7863 0.7622
R3 0.7804 0.7741 0.7589
R2 0.7681 0.7681 0.7577
R1 0.7618 0.7618 0.7566 0.7589
PP 0.7559 0.7559 0.7559 0.7544
S1 0.7496 0.7496 0.7544 0.7466
S2 0.7436 0.7436 0.7533
S3 0.7314 0.7373 0.7521
S4 0.7191 0.7251 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7500 0.0123 1.6% 0.0039 0.5% 45% False True 243
10 0.7750 0.7500 0.0250 3.3% 0.0045 0.6% 22% False True 254
20 0.7831 0.7500 0.0331 4.4% 0.0051 0.7% 17% False True 250
40 0.7880 0.7500 0.0380 5.0% 0.0046 0.6% 15% False True 195
60 0.8014 0.7500 0.0514 6.8% 0.0044 0.6% 11% False True 165
80 0.8014 0.7500 0.0514 6.8% 0.0041 0.5% 11% False True 147
100 0.8177 0.7500 0.0677 9.0% 0.0041 0.5% 8% False True 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7726
1.618 0.7663
1.000 0.7625
0.618 0.7601
HIGH 0.7562
0.618 0.7538
0.500 0.7531
0.382 0.7523
LOW 0.7500
0.618 0.7461
1.000 0.7437
1.618 0.7398
2.618 0.7336
4.250 0.7234
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 0.7547 0.7547
PP 0.7539 0.7539
S1 0.7531 0.7531

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

View Archives - Comment on this page... - Back to Index of Symbols