CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 18-Jul-2018
Day Change Summary
Previous Current
17-Jul-2018 18-Jul-2018 Change Change % Previous Week
Open 0.7641 0.7586 -0.0055 -0.7% 0.7663
High 0.7643 0.7615 -0.0028 -0.4% 0.7679
Low 0.7587 0.7565 -0.0022 -0.3% 0.7588
Close 0.7601 0.7610 0.0009 0.1% 0.7618
Range 0.0056 0.0050 -0.0006 -10.7% 0.0091
ATR 0.0043 0.0043 0.0001 1.2% 0.0000
Volume 66 76 10 15.2% 781
Daily Pivots for day following 18-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7747 0.7728 0.7637
R3 0.7697 0.7678 0.7623
R2 0.7647 0.7647 0.7619
R1 0.7628 0.7628 0.7614 0.7637
PP 0.7597 0.7597 0.7597 0.7601
S1 0.7578 0.7578 0.7605 0.7587
S2 0.7547 0.7547 0.7600
S3 0.7497 0.7528 0.7596
S4 0.7447 0.7478 0.7582
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7901 0.7851 0.7668
R3 0.7810 0.7760 0.7643
R2 0.7719 0.7719 0.7635
R1 0.7669 0.7669 0.7626 0.7649
PP 0.7628 0.7628 0.7628 0.7618
S1 0.7578 0.7578 0.7610 0.7558
S2 0.7537 0.7537 0.7601
S3 0.7446 0.7487 0.7593
S4 0.7355 0.7396 0.7568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7565 0.0080 1.1% 0.0037 0.5% 55% False True 155
10 0.7679 0.7565 0.0114 1.5% 0.0037 0.5% 39% False True 124
20 0.7679 0.7500 0.0179 2.4% 0.0037 0.5% 61% False False 120
40 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 29% False False 187
60 0.7880 0.7500 0.0380 5.0% 0.0043 0.6% 29% False False 164
80 0.8014 0.7500 0.0514 6.8% 0.0042 0.5% 21% False False 147
100 0.8014 0.7500 0.0514 6.8% 0.0041 0.5% 21% False False 138
120 0.8177 0.7500 0.0677 8.9% 0.0040 0.5% 16% False False 124
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 False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7746
1.618 0.7696
1.000 0.7665
0.618 0.7646
HIGH 0.7615
0.618 0.7596
0.500 0.7590
0.382 0.7584
LOW 0.7565
0.618 0.7534
1.000 0.7515
1.618 0.7484
2.618 0.7434
4.250 0.7353
Fisher Pivots for day following 18-Jul-2018
Pivot 1 day 3 day
R1 0.7603 0.7608
PP 0.7597 0.7607
S1 0.7590 0.7605

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

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