CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	0.7615	0.7675	0.0060	0.8%	0.7620
High	0.7677	0.7685	0.0008	0.1%	0.7677
Low	0.7610	0.7655	0.0045	0.6%	0.7606
Close	0.7677	0.7677	0.0001	0.0%	0.7677
Range	0.0067	0.0030	-0.0037	-55.2%	0.0071
ATR	0.0046	0.0045	-0.0001	-2.5%	0.0000
Volume	342	305	-37	-10.8%	990

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7762	0.7750	0.7694
R3	0.7732	0.7720	0.7685
R2	0.7702	0.7702	0.7683
R1	0.7690	0.7690	0.7680	0.7696
PP	0.7672	0.7672	0.7672	0.7676
S1	0.7660	0.7660	0.7674	0.7666
S2	0.7642	0.7642	0.7672
S3	0.7612	0.7630	0.7669
S4	0.7582	0.7600	0.7661

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	0.7685	0.7606	0.0079	1.0%	0.0047	0.6%	90%	True	False	235
10	0.7730	0.7606	0.0124	1.6%	0.0048	0.6%	57%	False	False	208
20	0.7730	0.7603	0.0127	1.7%	0.0041	0.5%	58%	False	False	186
40	0.7730	0.7500	0.0230	3.0%	0.0041	0.5%	77%	False	False	155
60	0.7831	0.7500	0.0331	4.3%	0.0044	0.6%	54%	False	False	186
80	0.7880	0.7500	0.0380	5.0%	0.0044	0.6%	47%	False	False	175
100	0.8014	0.7500	0.0514	6.7%	0.0043	0.6%	35%	False	False	161
120	0.8014	0.7500	0.0514	6.7%	0.0041	0.5%	35%	False	False	150

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7813
2.618	0.7764
1.618	0.7734
1.000	0.7715
0.618	0.7704
HIGH	0.7685
0.618	0.7674
0.500	0.7670
0.382	0.7666
LOW	0.7655
0.618	0.7636
1.000	0.7625
1.618	0.7606
2.618	0.7576
4.250	0.7528

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	0.7675	0.7667
PP	0.7672	0.7657
S1	0.7670	0.7647

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