CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Oct-2018
Day Change Summary
Previous Current
19-Oct-2018 22-Oct-2018 Change Change % Previous Week
Open 0.7653 0.7636 -0.0017 -0.2% 0.7689
High 0.7684 0.7653 -0.0031 -0.4% 0.7751
Low 0.7623 0.7626 0.0003 0.0% 0.7623
Close 0.7632 0.7640 0.0008 0.1% 0.7632
Range 0.0061 0.0027 -0.0034 -55.7% 0.0128
ATR 0.0050 0.0048 -0.0002 -3.3% 0.0000
Volume 87,955 54,926 -33,029 -37.6% 345,444
Daily Pivots for day following 22-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7721 0.7707 0.7654
R3 0.7694 0.7680 0.7647
R2 0.7667 0.7667 0.7644
R1 0.7653 0.7653 0.7642 0.7660
PP 0.7640 0.7640 0.7640 0.7643
S1 0.7626 0.7626 0.7637 0.7633
S2 0.7613 0.7613 0.7635
S3 0.7586 0.7599 0.7632
S4 0.7559 0.7572 0.7625
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8052 0.7970 0.7702
R3 0.7924 0.7842 0.7667
R2 0.7796 0.7796 0.7655
R1 0.7714 0.7714 0.7643 0.7691
PP 0.7668 0.7668 0.7668 0.7657
S1 0.7586 0.7586 0.7620 0.7563
S2 0.7540 0.7540 0.7608
S3 0.7412 0.7458 0.7596
S4 0.7284 0.7330 0.7561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7751 0.7623 0.0128 1.7% 0.0047 0.6% 13% False False 65,720
10 0.7751 0.7623 0.0128 1.7% 0.0048 0.6% 13% False False 67,616
20 0.7836 0.7623 0.0213 2.8% 0.0047 0.6% 8% False False 68,535
40 0.7836 0.7575 0.0260 3.4% 0.0048 0.6% 25% False False 49,983
60 0.7836 0.7575 0.0260 3.4% 0.0046 0.6% 25% False False 33,407
80 0.7836 0.7547 0.0289 3.8% 0.0045 0.6% 32% False False 25,089
100 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 42% False False 20,109
120 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 37% False False 16,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7768
2.618 0.7724
1.618 0.7697
1.000 0.7680
0.618 0.7670
HIGH 0.7653
0.618 0.7643
0.500 0.7640
0.382 0.7636
LOW 0.7626
0.618 0.7609
1.000 0.7599
1.618 0.7582
2.618 0.7555
4.250 0.7511
Fisher Pivots for day following 22-Oct-2018
Pivot 1 day 3 day
R1 0.7640 0.7656
PP 0.7640 0.7651
S1 0.7640 0.7645

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

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