CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 0.7547 0.7549 0.0002 0.0% 0.7612
High 0.7554 0.7550 -0.0005 -0.1% 0.7622
Low 0.7530 0.7533 0.0003 0.0% 0.7500
Close 0.7539 0.7545 0.0005 0.1% 0.7555
Range 0.0024 0.0017 -0.0008 -31.3% 0.0123
ATR 0.0048 0.0046 -0.0002 -4.7% 0.0000
Volume 45 36 -9 -20.0% 1,217
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7592 0.7585 0.7554
R3 0.7575 0.7568 0.7549
R2 0.7559 0.7559 0.7548
R1 0.7552 0.7552 0.7546 0.7547
PP 0.7542 0.7542 0.7542 0.7540
S1 0.7535 0.7535 0.7543 0.7531
S2 0.7526 0.7526 0.7541
S3 0.7509 0.7519 0.7540
S4 0.7493 0.7502 0.7535
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 0.7562 0.7500 0.0063 0.8% 0.0030 0.4% 72% False False 136
10 0.7750 0.7500 0.0250 3.3% 0.0043 0.6% 18% False False 215
20 0.7831 0.7500 0.0331 4.4% 0.0049 0.6% 14% False False 222
40 0.7880 0.7500 0.0380 5.0% 0.0046 0.6% 12% False False 192
60 0.8014 0.7500 0.0514 6.8% 0.0043 0.6% 9% False False 164
80 0.8014 0.7500 0.0514 6.8% 0.0041 0.5% 9% False False 145
100 0.8162 0.7500 0.0662 8.8% 0.0041 0.5% 7% False False 132
120 0.8177 0.7500 0.0677 9.0% 0.0039 0.5% 7% False False 114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7593
1.618 0.7576
1.000 0.7566
0.618 0.7560
HIGH 0.7550
0.618 0.7543
0.500 0.7541
0.382 0.7539
LOW 0.7533
0.618 0.7523
1.000 0.7517
1.618 0.7506
2.618 0.7490
4.250 0.7463
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 0.7543 0.7540
PP 0.7542 0.7535
S1 0.7541 0.7531

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

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