CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Jul-2018
Day Change Summary
Previous Current
29-Jun-2018 02-Jul-2018 Change Change % Previous Week
Open 0.7577 0.7625 0.0048 0.6% 0.7547
High 0.7632 0.7625 -0.0007 -0.1% 0.7632
Low 0.7570 0.7587 0.0017 0.2% 0.7500
Close 0.7628 0.7595 -0.0033 -0.4% 0.7628
Range 0.0062 0.0038 -0.0024 -38.2% 0.0131
ATR 0.0049 0.0048 -0.0001 -1.1% 0.0000
Volume 164 22 -142 -86.6% 460
Daily Pivots for day following 02-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7716 0.7694 0.7616
R3 0.7678 0.7656 0.7605
R2 0.7640 0.7640 0.7602
R1 0.7618 0.7618 0.7598 0.7610
PP 0.7602 0.7602 0.7602 0.7599
S1 0.7580 0.7580 0.7592 0.7572
S2 0.7564 0.7564 0.7588
S3 0.7526 0.7542 0.7585
S4 0.7488 0.7504 0.7574
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7981 0.7936 0.7700
R3 0.7849 0.7804 0.7664
R2 0.7718 0.7718 0.7652
R1 0.7673 0.7673 0.7640 0.7695
PP 0.7587 0.7587 0.7587 0.7598
S1 0.7542 0.7542 0.7616 0.7564
S2 0.7455 0.7455 0.7604
S3 0.7324 0.7410 0.7592
S4 0.7192 0.7279 0.7556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7632 0.7500 0.0131 1.7% 0.0044 0.6% 72% False False 87
10 0.7632 0.7500 0.0132 1.7% 0.0040 0.5% 72% False False 132
20 0.7805 0.7500 0.0306 4.0% 0.0046 0.6% 31% False False 197
40 0.7880 0.7500 0.0380 5.0% 0.0047 0.6% 25% False False 188
60 0.8014 0.7500 0.0514 6.8% 0.0044 0.6% 19% False False 161
80 0.8014 0.7500 0.0514 6.8% 0.0042 0.5% 19% False False 148
100 0.8051 0.7500 0.0551 7.3% 0.0041 0.5% 17% False False 133
120 0.8177 0.7500 0.0677 8.9% 0.0040 0.5% 14% False False 117
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7724
1.618 0.7686
1.000 0.7663
0.618 0.7648
HIGH 0.7625
0.618 0.7610
0.500 0.7606
0.382 0.7602
LOW 0.7587
0.618 0.7564
1.000 0.7549
1.618 0.7526
2.618 0.7488
4.250 0.7426
Fisher Pivots for day following 02-Jul-2018
Pivot 1 day 3 day
R1 0.7606 0.7589
PP 0.7602 0.7582
S1 0.7599 0.7576

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

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