CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 0.7625 0.7615 -0.0010 -0.1% 0.7620
High 0.7640 0.7677 0.0037 0.5% 0.7677
Low 0.7609 0.7610 0.0001 0.0% 0.7606
Close 0.7616 0.7677 0.0061 0.8% 0.7677
Range 0.0031 0.0067 0.0036 116.1% 0.0071
ATR 0.0045 0.0046 0.0002 3.5% 0.0000
Volume 79 342 263 332.9% 990
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7856 0.7833 0.7713
R3 0.7789 0.7766 0.7695
R2 0.7722 0.7722 0.7689
R1 0.7699 0.7699 0.7683 0.7710
PP 0.7655 0.7655 0.7655 0.7660
S1 0.7632 0.7632 0.7670 0.7643
S2 0.7587 0.7587 0.7664
S3 0.7520 0.7565 0.7658
S4 0.7453 0.7498 0.7640
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7866 0.7842 0.7716
R3 0.7795 0.7771 0.7696
R2 0.7724 0.7724 0.7690
R1 0.7700 0.7700 0.7683 0.7712
PP 0.7653 0.7653 0.7653 0.7659
S1 0.7629 0.7629 0.7670 0.7641
S2 0.7582 0.7582 0.7663
S3 0.7511 0.7558 0.7657
S4 0.7440 0.7487 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7677 0.7606 0.0071 0.9% 0.0048 0.6% 99% True False 198
10 0.7730 0.7606 0.0124 1.6% 0.0047 0.6% 57% False False 186
20 0.7730 0.7603 0.0127 1.7% 0.0041 0.5% 58% False False 181
40 0.7730 0.7500 0.0231 3.0% 0.0042 0.5% 77% False False 158
60 0.7831 0.7500 0.0331 4.3% 0.0045 0.6% 53% False False 185
80 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 47% False False 171
100 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 34% False False 158
120 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 34% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7962
2.618 0.7852
1.618 0.7785
1.000 0.7744
0.618 0.7718
HIGH 0.7677
0.618 0.7651
0.500 0.7644
0.382 0.7636
LOW 0.7610
0.618 0.7569
1.000 0.7543
1.618 0.7502
2.618 0.7435
4.250 0.7325
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 0.7666 0.7665
PP 0.7655 0.7653
S1 0.7644 0.7642

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

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