CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 0.7669 0.7672 0.0003 0.0% 0.7641
High 0.7677 0.7714 0.0036 0.5% 0.7692
Low 0.7667 0.7668 0.0001 0.0% 0.7603
Close 0.7672 0.7698 0.0027 0.3% 0.7672
Range 0.0010 0.0046 0.0036 360.0% 0.0089
ATR 0.0044 0.0044 0.0000 0.4% 0.0000
Volume 86 146 60 69.8% 775
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7831 0.7811 0.7723
R3 0.7785 0.7765 0.7711
R2 0.7739 0.7739 0.7706
R1 0.7719 0.7719 0.7702 0.7729
PP 0.7693 0.7693 0.7693 0.7698
S1 0.7673 0.7673 0.7694 0.7683
S2 0.7647 0.7647 0.7690
S3 0.7601 0.7627 0.7685
S4 0.7555 0.7581 0.7673
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 0.7714 0.7603 0.0111 1.4% 0.0035 0.4% 86% True False 142
10 0.7714 0.7547 0.0167 2.2% 0.0047 0.6% 91% True False 151
20 0.7714 0.7547 0.0167 2.2% 0.0039 0.5% 91% True False 136
40 0.7805 0.7500 0.0306 4.0% 0.0042 0.6% 65% False False 166
60 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 52% False False 171
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 39% False False 154
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 39% False False 146
120 0.8051 0.7500 0.0551 7.2% 0.0041 0.5% 36% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7834
1.618 0.7788
1.000 0.7760
0.618 0.7742
HIGH 0.7714
0.618 0.7696
0.500 0.7691
0.382 0.7685
LOW 0.7668
0.618 0.7639
1.000 0.7622
1.618 0.7593
2.618 0.7547
4.250 0.7472
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 0.7696 0.7695
PP 0.7693 0.7692
S1 0.7691 0.7689

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

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