CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Jul-2018
Day Change Summary
Previous Current
23-Jul-2018 24-Jul-2018 Change Change % Previous Week
Open 0.7641 0.7610 -0.0032 -0.4% 0.7628
High 0.7641 0.7630 -0.0011 -0.1% 0.7646
Low 0.7609 0.7603 -0.0006 -0.1% 0.7547
Close 0.7610 0.7619 0.0009 0.1% 0.7635
Range 0.0033 0.0027 -0.0006 -16.9% 0.0099
ATR 0.0047 0.0046 -0.0001 -3.1% 0.0000
Volume 210 123 -87 -41.4% 823
Daily Pivots for day following 24-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7698 0.7685 0.7633
R3 0.7671 0.7658 0.7626
R2 0.7644 0.7644 0.7623
R1 0.7631 0.7631 0.7621 0.7638
PP 0.7617 0.7617 0.7617 0.7620
S1 0.7604 0.7604 0.7616 0.7611
S2 0.7590 0.7590 0.7614
S3 0.7563 0.7577 0.7611
S4 0.7536 0.7550 0.7604
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 0.7641 0.7547 0.0094 1.2% 0.0054 0.7% 76% False False 172
10 0.7679 0.7547 0.0132 1.7% 0.0050 0.7% 54% False False 183
20 0.7679 0.7500 0.0179 2.3% 0.0041 0.5% 66% False False 127
40 0.7831 0.7500 0.0331 4.4% 0.0046 0.6% 36% False False 185
60 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 31% False False 171
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 23% False False 155
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 23% False False 143
120 0.8177 0.7500 0.0677 8.9% 0.0041 0.5% 18% False False 131
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7745
2.618 0.7701
1.618 0.7674
1.000 0.7657
0.618 0.7647
HIGH 0.7630
0.618 0.7620
0.500 0.7617
0.382 0.7613
LOW 0.7603
0.618 0.7586
1.000 0.7576
1.618 0.7559
2.618 0.7532
4.250 0.7488
Fisher Pivots for day following 24-Jul-2018
Pivot 1 day 3 day
R1 0.7618 0.7610
PP 0.7617 0.7602
S1 0.7617 0.7594

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

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