CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 0.7682 0.7684 0.0002 0.0% 0.7606
High 0.7704 0.7723 0.0019 0.2% 0.7720
Low 0.7677 0.7667 -0.0010 -0.1% 0.7591
Close 0.7690 0.7716 0.0027 0.3% 0.7687
Range 0.0027 0.0056 0.0029 105.6% 0.0129
ATR 0.0048 0.0049 0.0001 1.0% 0.0000
Volume 41,394 52,170 10,776 26.0% 246,111
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.7868 0.7848 0.7747
R3 0.7813 0.7792 0.7731
R2 0.7757 0.7757 0.7726
R1 0.7737 0.7737 0.7721 0.7747
PP 0.7702 0.7702 0.7702 0.7707
S1 0.7681 0.7681 0.7711 0.7692
S2 0.7646 0.7646 0.7706
S3 0.7591 0.7626 0.7701
S4 0.7535 0.7570 0.7685
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8053 0.7999 0.7758
R3 0.7924 0.7870 0.7722
R2 0.7795 0.7795 0.7711
R1 0.7741 0.7741 0.7699 0.7768
PP 0.7666 0.7666 0.7666 0.7680
S1 0.7612 0.7612 0.7675 0.7639
S2 0.7537 0.7537 0.7663
S3 0.7408 0.7483 0.7652
S4 0.7279 0.7354 0.7616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7723 0.7659 0.0064 0.8% 0.0042 0.5% 90% True False 58,654
10 0.7723 0.7575 0.0148 1.9% 0.0044 0.6% 96% True False 35,704
20 0.7774 0.7575 0.0199 2.6% 0.0048 0.6% 71% False False 18,303
40 0.7774 0.7575 0.0199 2.6% 0.0045 0.6% 71% False False 9,245
60 0.7774 0.7500 0.0274 3.6% 0.0044 0.6% 79% False False 6,204
80 0.7831 0.7500 0.0331 4.3% 0.0045 0.6% 65% False False 4,716
100 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 57% False False 3,801
120 0.8014 0.7500 0.0514 6.7% 0.0044 0.6% 42% False False 3,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7868
1.618 0.7812
1.000 0.7778
0.618 0.7757
HIGH 0.7723
0.618 0.7701
0.500 0.7695
0.382 0.7688
LOW 0.7667
0.618 0.7633
1.000 0.7611
1.618 0.7577
2.618 0.7522
4.250 0.7431
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 0.7709 0.7709
PP 0.7702 0.7702
S1 0.7695 0.7695

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

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