CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 10-Aug-2018

Day Change Summary
	Previous	Current
	09-Aug-2018	10-Aug-2018	Change	Change %	Previous Week
Open	0.7696	0.7670	-0.0026	-0.3%	0.7702
High	0.7703	0.7682	-0.0021	-0.3%	0.7730
Low	0.7672	0.7620	-0.0052	-0.7%	0.7620
Close	0.7686	0.7628	-0.0059	-0.8%	0.7628
Range	0.0030	0.0062	0.0032	103.3%	0.0110
ATR	0.0043	0.0044	0.0002	3.9%	0.0000
Volume	124	231	107	86.3%	878

Daily Pivots for day following 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7790	0.7662
R3	0.7767	0.7728	0.7645
R2	0.7705	0.7705	0.7639
R1	0.7666	0.7666	0.7633	0.7655
PP	0.7643	0.7643	0.7643	0.7637
S1	0.7604	0.7604	0.7622	0.7593
S2	0.7581	0.7581	0.7616
S3	0.7519	0.7542	0.7610
S4	0.7457	0.7480	0.7593

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7918	0.7688
R3	0.7879	0.7808	0.7658
R2	0.7769	0.7769	0.7648
R1	0.7698	0.7698	0.7638	0.7679
PP	0.7659	0.7659	0.7659	0.7649
S1	0.7588	0.7588	0.7617	0.7569
S2	0.7549	0.7549	0.7607
S3	0.7439	0.7478	0.7597
S4	0.7329	0.7368	0.7567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7620	0.0110	1.4%	0.0047	0.6%	7%	False	True	175
10	0.7730	0.7620	0.0110	1.4%	0.0042	0.6%	7%	False	True	186
20	0.7730	0.7547	0.0184	2.4%	0.0043	0.6%	44%	False	False	173
40	0.7730	0.7500	0.0231	3.0%	0.0041	0.5%	56%	False	False	164
60	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	34%	False	False	182
80	0.7972	0.7500	0.0472	6.2%	0.0043	0.6%	27%	False	False	168
100	0.8014	0.7500	0.0514	6.7%	0.0042	0.6%	25%	False	False	151
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	25%	False	False	144

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7946
2.618	0.7844
1.618	0.7782
1.000	0.7744
0.618	0.7720
HIGH	0.7682
0.618	0.7658
0.500	0.7651
0.382	0.7644
LOW	0.7620
0.618	0.7582
1.000	0.7558
1.618	0.7520
2.618	0.7458
4.250	0.7357

Fisher Pivots for day following 10-Aug-2018
Pivot	1 day	3 day
R1	0.7651	0.7661
PP	0.7643	0.7650
S1	0.7635	0.7639

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