CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 0.7602 0.7604 0.0002 0.0% 0.7697
High 0.7612 0.7631 0.0019 0.2% 0.7774
Low 0.7587 0.7575 -0.0012 -0.2% 0.7656
Close 0.7596 0.7628 0.0032 0.4% 0.7678
Range 0.0026 0.0056 0.0030 119.6% 0.0118
ATR 0.0049 0.0050 0.0000 1.0% 0.0000
Volume 3,694 2,756 -938 -25.4% 4,783
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7779 0.7759 0.7658
R3 0.7723 0.7703 0.7643
R2 0.7667 0.7667 0.7638
R1 0.7647 0.7647 0.7633 0.7657
PP 0.7611 0.7611 0.7611 0.7616
S1 0.7591 0.7591 0.7622 0.7601
S2 0.7555 0.7555 0.7617
S3 0.7499 0.7535 0.7612
S4 0.7443 0.7479 0.7597
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.8057 0.7985 0.7742
R3 0.7939 0.7867 0.7710
R2 0.7821 0.7821 0.7699
R1 0.7749 0.7749 0.7688 0.7726
PP 0.7703 0.7703 0.7703 0.7691
S1 0.7631 0.7631 0.7667 0.7608
S2 0.7584 0.7584 0.7656
S3 0.7466 0.7513 0.7645
S4 0.7348 0.7395 0.7613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7763 0.7575 0.0188 2.5% 0.0058 0.8% 28% False True 2,183
10 0.7774 0.7575 0.0199 2.6% 0.0055 0.7% 26% False True 1,474
20 0.7774 0.7575 0.0199 2.6% 0.0049 0.6% 26% False True 856
40 0.7774 0.7547 0.0228 3.0% 0.0045 0.6% 36% False False 516
60 0.7774 0.7500 0.0275 3.6% 0.0044 0.6% 47% False False 395
80 0.7880 0.7500 0.0380 5.0% 0.0046 0.6% 34% False False 350
100 0.8014 0.7500 0.0514 6.7% 0.0044 0.6% 25% False False 304
120 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 25% False False 266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7869
2.618 0.7778
1.618 0.7722
1.000 0.7687
0.618 0.7666
HIGH 0.7631
0.618 0.7610
0.500 0.7603
0.382 0.7596
LOW 0.7575
0.618 0.7540
1.000 0.7519
1.618 0.7484
2.618 0.7428
4.250 0.7337
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 0.7619 0.7627
PP 0.7611 0.7626
S1 0.7603 0.7625

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

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