CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 0.7697 0.7731 0.0033 0.4% 0.7675
High 0.7734 0.7774 0.0041 0.5% 0.7713
Low 0.7667 0.7721 0.0054 0.7% 0.7648
Close 0.7728 0.7749 0.0021 0.3% 0.7690
Range 0.0067 0.0054 -0.0013 -19.5% 0.0065
ATR 0.0046 0.0047 0.0001 1.2% 0.0000
Volume 897 1,106 209 23.3% 2,251
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7908 0.7882 0.7778
R3 0.7855 0.7828 0.7763
R2 0.7801 0.7801 0.7758
R1 0.7775 0.7775 0.7753 0.7788
PP 0.7748 0.7748 0.7748 0.7754
S1 0.7721 0.7721 0.7744 0.7735
S2 0.7694 0.7694 0.7739
S3 0.7641 0.7668 0.7734
S4 0.7587 0.7614 0.7719
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7880 0.7850 0.7726
R3 0.7814 0.7785 0.7708
R2 0.7749 0.7749 0.7702
R1 0.7720 0.7720 0.7696 0.7734
PP 0.7684 0.7684 0.7684 0.7691
S1 0.7654 0.7654 0.7684 0.7669
S2 0.7618 0.7618 0.7678
S3 0.7553 0.7589 0.7672
S4 0.7487 0.7523 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7774 0.7648 0.0127 1.6% 0.0052 0.7% 80% True False 741
10 0.7774 0.7606 0.0168 2.2% 0.0048 0.6% 85% True False 499
20 0.7774 0.7606 0.0168 2.2% 0.0044 0.6% 85% True False 332
40 0.7774 0.7547 0.0228 2.9% 0.0042 0.5% 89% True False 241
60 0.7805 0.7500 0.0306 3.9% 0.0043 0.6% 82% False False 226
80 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 65% False False 214
100 0.8014 0.7500 0.0514 6.6% 0.0043 0.6% 48% False False 193
120 0.8014 0.7500 0.0514 6.6% 0.0042 0.5% 48% False False 179
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7914
1.618 0.7861
1.000 0.7828
0.618 0.7807
HIGH 0.7774
0.618 0.7754
0.500 0.7747
0.382 0.7741
LOW 0.7721
0.618 0.7687
1.000 0.7667
1.618 0.7634
2.618 0.7580
4.250 0.7493
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 0.7748 0.7736
PP 0.7748 0.7723
S1 0.7747 0.7711

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

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