CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 0.7689 0.7669 -0.0020 -0.3% 0.7641
High 0.7692 0.7677 -0.0015 -0.2% 0.7692
Low 0.7664 0.7667 0.0004 0.0% 0.7603
Close 0.7671 0.7672 0.0001 0.0% 0.7672
Range 0.0029 0.0010 -0.0018 -64.9% 0.0089
ATR 0.0046 0.0044 -0.0003 -5.6% 0.0000
Volume 136 86 -50 -36.8% 775
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7702 0.7697 0.7677
R3 0.7692 0.7687 0.7674
R2 0.7682 0.7682 0.7673
R1 0.7677 0.7677 0.7672 0.7679
PP 0.7672 0.7672 0.7672 0.7673
S1 0.7667 0.7667 0.7671 0.7669
S2 0.7662 0.7662 0.7670
S3 0.7652 0.7657 0.7669
S4 0.7642 0.7647 0.7666
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7923 0.7886 0.7720
R3 0.7834 0.7797 0.7696
R2 0.7745 0.7745 0.7688
R1 0.7708 0.7708 0.7680 0.7726
PP 0.7656 0.7656 0.7656 0.7665
S1 0.7619 0.7619 0.7663 0.7637
S2 0.7567 0.7567 0.7655
S3 0.7478 0.7530 0.7647
S4 0.7389 0.7441 0.7623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7692 0.7603 0.0089 1.2% 0.0032 0.4% 77% False False 155
10 0.7692 0.7547 0.0145 1.9% 0.0045 0.6% 86% False False 159
20 0.7692 0.7547 0.0145 1.9% 0.0040 0.5% 86% False False 137
40 0.7805 0.7500 0.0306 4.0% 0.0042 0.5% 56% False False 163
60 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 45% False False 169
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 33% False False 153
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 33% False False 145
120 0.8051 0.7500 0.0551 7.2% 0.0040 0.5% 31% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7703
1.618 0.7693
1.000 0.7687
0.618 0.7683
HIGH 0.7677
0.618 0.7673
0.500 0.7672
0.382 0.7671
LOW 0.7667
0.618 0.7661
1.000 0.7657
1.618 0.7651
2.618 0.7641
4.250 0.7624
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 0.7672 0.7668
PP 0.7672 0.7664
S1 0.7672 0.7660

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

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