CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Oct-2018
Day Change Summary
Previous Current
01-Oct-2018 02-Oct-2018 Change Change % Previous Week
Open 0.7794 0.7816 0.0021 0.3% 0.7752
High 0.7836 0.7825 -0.0011 -0.1% 0.7762
Low 0.7768 0.7799 0.0031 0.4% 0.7656
Close 0.7833 0.7815 -0.0018 -0.2% 0.7751
Range 0.0068 0.0025 -0.0042 -62.2% 0.0106
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 108,556 69,614 -38,942 -35.9% 333,413
Daily Pivots for day following 02-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7889 0.7877 0.7829
R3 0.7864 0.7852 0.7822
R2 0.7838 0.7838 0.7819
R1 0.7826 0.7826 0.7817 0.7820
PP 0.7813 0.7813 0.7813 0.7809
S1 0.7801 0.7801 0.7812 0.7794
S2 0.7787 0.7787 0.7810
S3 0.7762 0.7775 0.7807
S4 0.7736 0.7750 0.7800
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8041 0.8002 0.7809
R3 0.7935 0.7896 0.7780
R2 0.7829 0.7829 0.7770
R1 0.7790 0.7790 0.7760 0.7756
PP 0.7723 0.7723 0.7723 0.7706
S1 0.7684 0.7684 0.7741 0.7650
S2 0.7617 0.7617 0.7731
S3 0.7511 0.7578 0.7721
S4 0.7405 0.7472 0.7692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7836 0.7656 0.0180 2.3% 0.0052 0.7% 88% False False 81,944
10 0.7836 0.7656 0.0180 2.3% 0.0044 0.6% 88% False False 72,670
20 0.7836 0.7575 0.0260 3.3% 0.0044 0.6% 92% False False 54,187
40 0.7836 0.7575 0.0260 3.3% 0.0047 0.6% 92% False False 27,371
60 0.7836 0.7547 0.0289 3.7% 0.0045 0.6% 93% False False 18,304
80 0.7836 0.7500 0.0336 4.3% 0.0044 0.6% 94% False False 13,769
100 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 83% False False 11,055
120 0.8014 0.7500 0.0514 6.6% 0.0044 0.6% 61% False False 9,232
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7891
1.618 0.7866
1.000 0.7850
0.618 0.7840
HIGH 0.7825
0.618 0.7815
0.500 0.7812
0.382 0.7809
LOW 0.7799
0.618 0.7783
1.000 0.7774
1.618 0.7758
2.618 0.7732
4.250 0.7691
Fisher Pivots for day following 02-Oct-2018
Pivot 1 day 3 day
R1 0.7814 0.7796
PP 0.7813 0.7777
S1 0.7812 0.7758

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

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