CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 26-Jul-2018
Day Change Summary
Previous Current
25-Jul-2018 26-Jul-2018 Change Change % Previous Week
Open 0.7632 0.7689 0.0057 0.7% 0.7628
High 0.7689 0.7692 0.0003 0.0% 0.7646
Low 0.7628 0.7664 0.0036 0.5% 0.7547
Close 0.7679 0.7671 -0.0009 -0.1% 0.7635
Range 0.0061 0.0029 -0.0033 -53.3% 0.0099
ATR 0.0048 0.0046 -0.0001 -2.9% 0.0000
Volume 220 136 -84 -38.2% 823
Daily Pivots for day following 26-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7761 0.7744 0.7686
R3 0.7732 0.7716 0.7678
R2 0.7704 0.7704 0.7676
R1 0.7687 0.7687 0.7673 0.7681
PP 0.7675 0.7675 0.7675 0.7672
S1 0.7659 0.7659 0.7668 0.7653
S2 0.7647 0.7647 0.7665
S3 0.7618 0.7630 0.7663
S4 0.7590 0.7602 0.7655
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 0.7692 0.7547 0.0145 1.9% 0.0049 0.6% 85% True False 193
10 0.7692 0.7547 0.0145 1.9% 0.0046 0.6% 85% True False 175
20 0.7692 0.7520 0.0173 2.2% 0.0042 0.6% 88% True False 135
40 0.7831 0.7500 0.0331 4.3% 0.0044 0.6% 52% False False 166
60 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 45% False False 170
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 33% False False 154
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 33% False False 145
120 0.8077 0.7500 0.0577 7.5% 0.0041 0.5% 30% False False 133
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 False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7813
2.618 0.7767
1.618 0.7738
1.000 0.7721
0.618 0.7710
HIGH 0.7692
0.618 0.7681
0.500 0.7678
0.382 0.7674
LOW 0.7664
0.618 0.7646
1.000 0.7635
1.618 0.7617
2.618 0.7589
4.250 0.7542
Fisher Pivots for day following 26-Jul-2018
Pivot 1 day 3 day
R1 0.7678 0.7663
PP 0.7675 0.7655
S1 0.7673 0.7648

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

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