CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Jul-2018
Day Change Summary
Previous Current
11-Jul-2018 12-Jul-2018 Change Change % Previous Week
Open 0.7626 0.7588 -0.0038 -0.5% 0.7625
High 0.7679 0.7623 -0.0056 -0.7% 0.7663
Low 0.7588 0.7588 0.0000 0.0% 0.7587
Close 0.7598 0.7613 0.0015 0.2% 0.7653
Range 0.0091 0.0035 -0.0056 -62.1% 0.0075
ATR 0.0045 0.0044 -0.0001 -1.7% 0.0000
Volume 269 165 -104 -38.7% 199
Daily Pivots for day following 12-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7711 0.7696 0.7631
R3 0.7677 0.7662 0.7622
R2 0.7642 0.7642 0.7619
R1 0.7627 0.7627 0.7616 0.7635
PP 0.7608 0.7608 0.7608 0.7611
S1 0.7593 0.7593 0.7609 0.7600
S2 0.7573 0.7573 0.7606
S3 0.7539 0.7558 0.7603
S4 0.7504 0.7524 0.7594
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7832 0.7695
R3 0.7785 0.7757 0.7674
R2 0.7710 0.7710 0.7667
R1 0.7681 0.7681 0.7660 0.7695
PP 0.7634 0.7634 0.7634 0.7641
S1 0.7606 0.7606 0.7646 0.7620
S2 0.7559 0.7559 0.7639
S3 0.7483 0.7530 0.7632
S4 0.7408 0.7455 0.7611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7679 0.7588 0.0091 1.2% 0.0038 0.5% 27% False True 114
10 0.7679 0.7520 0.0160 2.1% 0.0039 0.5% 58% False False 95
20 0.7750 0.7500 0.0250 3.3% 0.0041 0.5% 45% False False 155
40 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 30% False False 187
60 0.7995 0.7500 0.0495 6.5% 0.0043 0.6% 23% False False 164
80 0.8014 0.7500 0.0514 6.8% 0.0042 0.5% 22% False False 143
100 0.8014 0.7500 0.0514 6.8% 0.0040 0.5% 22% False False 137
120 0.8177 0.7500 0.0677 8.9% 0.0040 0.5% 17% False False 119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7713
1.618 0.7678
1.000 0.7657
0.618 0.7644
HIGH 0.7623
0.618 0.7609
0.500 0.7605
0.382 0.7601
LOW 0.7588
0.618 0.7567
1.000 0.7553
1.618 0.7532
2.618 0.7498
4.250 0.7441
Fisher Pivots for day following 12-Jul-2018
Pivot 1 day 3 day
R1 0.7610 0.7634
PP 0.7608 0.7627
S1 0.7605 0.7620

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

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