CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 08-Aug-2018

Day Change Summary
	Previous	Current
	07-Aug-2018	08-Aug-2018	Change	Change %	Previous Week
Open	0.7721	0.7670	-0.0051	-0.7%	0.7672
High	0.7730	0.7702	-0.0029	-0.4%	0.7725
Low	0.7666	0.7646	-0.0020	-0.3%	0.7662
Close	0.7670	0.7701	0.0031	0.4%	0.7722
Range	0.0065	0.0056	-0.0009	-14.0%	0.0063
ATR	0.0043	0.0044	0.0001	2.1%	0.0000
Volume	354	85	-269	-76.0%	990

Daily Pivots for day following 08-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7849	0.7830	0.7731
R3	0.7794	0.7775	0.7716
R2	0.7738	0.7738	0.7711
R1	0.7719	0.7719	0.7706	0.7729
PP	0.7683	0.7683	0.7683	0.7687
S1	0.7664	0.7664	0.7695	0.7673
S2	0.7627	0.7627	0.7690
S3	0.7572	0.7608	0.7685
S4	0.7516	0.7553	0.7670

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7870	0.7756
R3	0.7829	0.7807	0.7739
R2	0.7766	0.7766	0.7733
R1	0.7744	0.7744	0.7727	0.7755
PP	0.7703	0.7703	0.7703	0.7708
S1	0.7681	0.7681	0.7716	0.7692
S2	0.7640	0.7640	0.7710
S3	0.7577	0.7618	0.7704
S4	0.7514	0.7555	0.7687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7646	0.0084	1.1%	0.0040	0.5%	65%	False	True	172
10	0.7730	0.7646	0.0084	1.1%	0.0037	0.5%	65%	False	True	173
20	0.7730	0.7547	0.0184	2.4%	0.0042	0.5%	84%	False	False	175
40	0.7750	0.7500	0.0250	3.3%	0.0042	0.5%	80%	False	False	165
60	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	53%	False	False	182
80	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	39%	False	False	166
100	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	39%	False	False	148
120	0.8051	0.7500	0.0551	7.2%	0.0041	0.5%	36%	False	False	142

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7937
2.618	0.7847
1.618	0.7791
1.000	0.7757
0.618	0.7736
HIGH	0.7702
0.618	0.7680
0.500	0.7674
0.382	0.7667
LOW	0.7646
0.618	0.7612
1.000	0.7590
1.618	0.7556
2.618	0.7501
4.250	0.7410

Fisher Pivots for day following 08-Aug-2018
Pivot	1 day	3 day
R1	0.7692	0.7696
PP	0.7683	0.7692
S1	0.7674	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