CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	0.7672	0.7690	0.0018	0.2%	0.7641
High	0.7714	0.7713	-0.0001	0.0%	0.7692
Low	0.7668	0.7662	-0.0005	-0.1%	0.7603
Close	0.7698	0.7712	0.0014	0.2%	0.7672
Range	0.0046	0.0050	0.0004	9.8%	0.0089
ATR	0.0044	0.0044	0.0000	1.1%	0.0000
Volume	146	312	166	113.7%	775

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7847	0.7830	0.7740
R3	0.7796	0.7779	0.7726
R2	0.7746	0.7746	0.7721
R1	0.7729	0.7729	0.7717	0.7738
PP	0.7696	0.7696	0.7696	0.7700
S1	0.7679	0.7679	0.7707	0.7687
S2	0.7645	0.7645	0.7703
S3	0.7595	0.7628	0.7698
S4	0.7544	0.7578	0.7684

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	0.7628	0.0086	1.1%	0.0039	0.5%	98%	False	False	180
10	0.7714	0.7547	0.0167	2.2%	0.0046	0.6%	99%	False	False	176
20	0.7714	0.7547	0.0167	2.2%	0.0040	0.5%	99%	False	False	150
40	0.7805	0.7500	0.0306	4.0%	0.0043	0.6%	70%	False	False	173
60	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	56%	False	False	175
80	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	41%	False	False	158
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	41%	False	False	148
120	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	39%	False	False	136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7927
2.618	0.7845
1.618	0.7794
1.000	0.7763
0.618	0.7744
HIGH	0.7713
0.618	0.7693
0.500	0.7687
0.382	0.7681
LOW	0.7662
0.618	0.7631
1.000	0.7612
1.618	0.7580
2.618	0.7530
4.250	0.7447

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	0.7704	0.7704
PP	0.7696	0.7696
S1	0.7687	0.7688

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols