CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 0.7605 0.7547 -0.0058 -0.8% 0.7628
High 0.7614 0.7641 0.0027 0.3% 0.7646
Low 0.7549 0.7547 -0.0002 0.0% 0.7547
Close 0.7566 0.7635 0.0069 0.9% 0.7635
Range 0.0066 0.0094 0.0028 43.5% 0.0099
ATR 0.0045 0.0048 0.0004 7.8% 0.0000
Volume 173 278 105 60.7% 823
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7889 0.7856 0.7686
R3 0.7795 0.7762 0.7660
R2 0.7701 0.7701 0.7652
R1 0.7668 0.7668 0.7643 0.7684
PP 0.7607 0.7607 0.7607 0.7616
S1 0.7574 0.7574 0.7626 0.7591
S2 0.7513 0.7513 0.7617
S3 0.7419 0.7480 0.7609
S4 0.7325 0.7386 0.7583
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7906 0.7869 0.7689
R3 0.7807 0.7770 0.7662
R2 0.7708 0.7708 0.7653
R1 0.7671 0.7671 0.7644 0.7689
PP 0.7609 0.7609 0.7609 0.7618
S1 0.7572 0.7572 0.7625 0.7591
S2 0.7510 0.7510 0.7616
S3 0.7411 0.7473 0.7607
S4 0.7312 0.7374 0.7580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7547 0.0099 1.3% 0.0057 0.8% 89% False True 164
10 0.7679 0.7547 0.0132 1.7% 0.0047 0.6% 66% False True 160
20 0.7679 0.7500 0.0179 2.4% 0.0043 0.6% 75% False False 135
40 0.7831 0.7500 0.0331 4.3% 0.0046 0.6% 41% False False 187
60 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 35% False False 168
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 26% False False 152
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 26% False False 141
120 0.8177 0.7500 0.0677 8.9% 0.0041 0.5% 20% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.8040
2.618 0.7887
1.618 0.7793
1.000 0.7734
0.618 0.7699
HIGH 0.7641
0.618 0.7605
0.500 0.7594
0.382 0.7582
LOW 0.7547
0.618 0.7488
1.000 0.7453
1.618 0.7394
2.618 0.7300
4.250 0.7147
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 0.7621 0.7621
PP 0.7607 0.7607
S1 0.7594 0.7594

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

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