CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 0.7670 0.7620 -0.0050 -0.7% 0.7702
High 0.7682 0.7647 -0.0036 -0.5% 0.7730
Low 0.7620 0.7610 -0.0010 -0.1% 0.7620
Close 0.7628 0.7624 -0.0004 -0.1% 0.7628
Range 0.0062 0.0037 -0.0026 -41.1% 0.0110
ATR 0.0044 0.0044 -0.0001 -1.3% 0.0000
Volume 231 119 -112 -48.5% 878
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7736 0.7716 0.7644
R3 0.7700 0.7680 0.7634
R2 0.7663 0.7663 0.7630
R1 0.7643 0.7643 0.7627 0.7653
PP 0.7627 0.7627 0.7627 0.7632
S1 0.7607 0.7607 0.7620 0.7617
S2 0.7590 0.7590 0.7617
S3 0.7554 0.7570 0.7613
S4 0.7517 0.7534 0.7603
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 0.7610 0.0120 1.6% 0.0050 0.7% 11% False True 182
10 0.7730 0.7610 0.0120 1.6% 0.0041 0.5% 11% False True 184
20 0.7730 0.7547 0.0184 2.4% 0.0044 0.6% 42% False False 167
40 0.7730 0.7500 0.0231 3.0% 0.0040 0.5% 54% False False 156
60 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 33% False False 179
80 0.7928 0.7500 0.0428 5.6% 0.0043 0.6% 29% False False 167
100 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 24% False False 151
120 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 24% False False 143
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7742
1.618 0.7706
1.000 0.7683
0.618 0.7669
HIGH 0.7647
0.618 0.7633
0.500 0.7628
0.382 0.7624
LOW 0.7610
0.618 0.7587
1.000 0.7574
1.618 0.7551
2.618 0.7514
4.250 0.7455
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 0.7628 0.7656
PP 0.7627 0.7645
S1 0.7625 0.7634

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

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