CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-Oct-2018
Day Change Summary
Previous Current
09-Oct-2018 10-Oct-2018 Change Change % Previous Week
Open 0.7730 0.7736 0.0005 0.1% 0.7794
High 0.7741 0.7746 0.0005 0.1% 0.7836
Low 0.7700 0.7661 -0.0039 -0.5% 0.7729
Close 0.7736 0.7683 -0.0053 -0.7% 0.7739
Range 0.0041 0.0085 0.0044 106.1% 0.0107
ATR 0.0048 0.0051 0.0003 5.4% 0.0000
Volume 56,664 70,790 14,126 24.9% 367,234
Daily Pivots for day following 10-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7950 0.7901 0.7729
R3 0.7865 0.7816 0.7706
R2 0.7781 0.7781 0.7698
R1 0.7732 0.7732 0.7690 0.7714
PP 0.7696 0.7696 0.7696 0.7688
S1 0.7647 0.7647 0.7675 0.7630
S2 0.7612 0.7612 0.7667
S3 0.7527 0.7563 0.7659
S4 0.7443 0.7478 0.7636
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8089 0.8021 0.7797
R3 0.7982 0.7914 0.7768
R2 0.7875 0.7875 0.7758
R1 0.7807 0.7807 0.7748 0.7787
PP 0.7768 0.7768 0.7768 0.7758
S1 0.7700 0.7700 0.7729 0.7680
S2 0.7661 0.7661 0.7719
S3 0.7554 0.7593 0.7709
S4 0.7447 0.7486 0.7680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7789 0.7661 0.0128 1.7% 0.0051 0.7% 17% False True 59,291
10 0.7836 0.7656 0.0180 2.3% 0.0052 0.7% 15% False False 69,839
20 0.7836 0.7656 0.0180 2.3% 0.0045 0.6% 15% False False 65,865
40 0.7836 0.7575 0.0260 3.4% 0.0048 0.6% 41% False False 36,339
60 0.7836 0.7547 0.0289 3.8% 0.0046 0.6% 47% False False 24,283
80 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 54% False False 18,245
100 0.7880 0.7500 0.0380 5.0% 0.0046 0.6% 48% False False 14,644
120 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 48% False False 12,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8105
2.618 0.7967
1.618 0.7882
1.000 0.7830
0.618 0.7798
HIGH 0.7746
0.618 0.7713
0.500 0.7703
0.382 0.7693
LOW 0.7661
0.618 0.7609
1.000 0.7577
1.618 0.7524
2.618 0.7440
4.250 0.7302
Fisher Pivots for day following 10-Oct-2018
Pivot 1 day 3 day
R1 0.7703 0.7703
PP 0.7696 0.7696
S1 0.7689 0.7689

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

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