CME Canadian Dollar Future December 2018

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

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	0.7717	0.7751	0.0034	0.4%	0.7606
High	0.7766	0.7775	0.0009	0.1%	0.7720
Low	0.7696	0.7749	0.0053	0.7%	0.7591
Close	0.7755	0.7759	0.0003	0.0%	0.7687
Range	0.0071	0.0027	-0.0044	-62.4%	0.0129
ATR	0.0050	0.0049	-0.0002	-3.4%	0.0000
Volume	71,673	70,832	-841	-1.2%	246,111

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7840	0.7826	0.7773
R3	0.7814	0.7799	0.7766
R2	0.7787	0.7787	0.7763
R1	0.7773	0.7773	0.7761	0.7780
PP	0.7761	0.7761	0.7761	0.7764
S1	0.7746	0.7746	0.7756	0.7754
S2	0.7734	0.7734	0.7754
S3	0.7708	0.7720	0.7751
S4	0.7681	0.7693	0.7744

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	0.7775	0.7667	0.0108	1.4%	0.0044	0.6%	85%	True	False	63,194
10	0.7775	0.7591	0.0184	2.4%	0.0046	0.6%	91%	True	False	49,310
20	0.7775	0.7575	0.0200	2.6%	0.0051	0.7%	92%	True	False	25,392
40	0.7775	0.7575	0.0200	2.6%	0.0045	0.6%	92%	True	False	12,799
60	0.7775	0.7500	0.0275	3.5%	0.0044	0.6%	94%	True	False	8,578
80	0.7831	0.7500	0.0331	4.3%	0.0046	0.6%	78%	False	False	6,489
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	68%	False	False	5,223
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	50%	False	False	4,371

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	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7888
2.618	0.7844
1.618	0.7818
1.000	0.7802
0.618	0.7791
HIGH	0.7775
0.618	0.7765
0.500	0.7762
0.382	0.7759
LOW	0.7749
0.618	0.7732
1.000	0.7722
1.618	0.7706
2.618	0.7679
4.250	0.7636

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	0.7762	0.7746
PP	0.7761	0.7734
S1	0.7760	0.7721

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