CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 0.7625 0.7625 -0.0001 0.0% 0.7547
High 0.7625 0.7636 0.0011 0.1% 0.7632
Low 0.7587 0.7614 0.0027 0.4% 0.7500
Close 0.7595 0.7618 0.0023 0.3% 0.7628
Range 0.0038 0.0022 -0.0016 -43.4% 0.0131
ATR 0.0048 0.0048 -0.0001 -1.1% 0.0000
Volume 22 88 66 300.0% 460
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7687 0.7674 0.7629
R3 0.7665 0.7652 0.7623
R2 0.7644 0.7644 0.7621
R1 0.7631 0.7631 0.7619 0.7627
PP 0.7622 0.7622 0.7622 0.7620
S1 0.7609 0.7609 0.7616 0.7605
S2 0.7601 0.7601 0.7614
S3 0.7579 0.7588 0.7612
S4 0.7558 0.7566 0.7606
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 0.7636 0.7500 0.0135 1.8% 0.0045 0.6% 87% True False 97
10 0.7636 0.7500 0.0136 1.8% 0.0038 0.5% 87% True False 117
20 0.7805 0.7500 0.0306 4.0% 0.0043 0.6% 39% False False 197
40 0.7880 0.7500 0.0380 5.0% 0.0047 0.6% 31% False False 188
60 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 23% False False 161
80 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 23% False False 149
100 0.8051 0.7500 0.0551 7.2% 0.0041 0.5% 21% False False 134
120 0.8177 0.7500 0.0677 8.9% 0.0040 0.5% 17% False False 117
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7692
1.618 0.7670
1.000 0.7657
0.618 0.7649
HIGH 0.7636
0.618 0.7627
0.500 0.7625
0.382 0.7622
LOW 0.7614
0.618 0.7601
1.000 0.7593
1.618 0.7579
2.618 0.7558
4.250 0.7523
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 0.7625 0.7613
PP 0.7622 0.7608
S1 0.7620 0.7603

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

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