CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 12-Oct-2018
Day Change Summary
Previous Current
11-Oct-2018 12-Oct-2018 Change Change % Previous Week
Open 0.7670 0.7684 0.0014 0.2% 0.7737
High 0.7694 0.7700 0.0007 0.1% 0.7746
Low 0.7660 0.7671 0.0011 0.1% 0.7660
Close 0.7674 0.7673 -0.0001 0.0% 0.7673
Range 0.0034 0.0030 -0.0005 -13.2% 0.0086
ATR 0.0049 0.0048 -0.0001 -2.9% 0.0000
Volume 94,135 54,204 -39,931 -42.4% 319,053
Daily Pivots for day following 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7770 0.7751 0.7689
R3 0.7740 0.7721 0.7681
R2 0.7711 0.7711 0.7678
R1 0.7692 0.7692 0.7676 0.7687
PP 0.7681 0.7681 0.7681 0.7679
S1 0.7662 0.7662 0.7670 0.7657
S2 0.7652 0.7652 0.7668
S3 0.7622 0.7633 0.7665
S4 0.7593 0.7603 0.7657
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7951 0.7898 0.7720
R3 0.7865 0.7812 0.7697
R2 0.7779 0.7779 0.7689
R1 0.7726 0.7726 0.7681 0.7709
PP 0.7693 0.7693 0.7693 0.7684
S1 0.7640 0.7640 0.7665 0.7623
S2 0.7607 0.7607 0.7657
S3 0.7521 0.7554 0.7649
S4 0.7435 0.7468 0.7626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7660 0.0086 1.1% 0.0046 0.6% 16% False False 63,810
10 0.7836 0.7660 0.0176 2.3% 0.0046 0.6% 8% False False 68,628
20 0.7836 0.7656 0.0180 2.3% 0.0045 0.6% 9% False False 66,419
40 0.7836 0.7575 0.0260 3.4% 0.0047 0.6% 38% False False 40,038
60 0.7836 0.7547 0.0289 3.8% 0.0045 0.6% 44% False False 26,751
80 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 52% False False 20,095
100 0.7836 0.7500 0.0336 4.4% 0.0045 0.6% 52% False False 16,125
120 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 46% False False 13,458
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7825
2.618 0.7777
1.618 0.7748
1.000 0.7730
0.618 0.7718
HIGH 0.7700
0.618 0.7689
0.500 0.7685
0.382 0.7682
LOW 0.7671
0.618 0.7652
1.000 0.7641
1.618 0.7623
2.618 0.7593
4.250 0.7545
Fisher Pivots for day following 12-Oct-2018
Pivot 1 day 3 day
R1 0.7685 0.7703
PP 0.7681 0.7693
S1 0.7677 0.7683

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

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