CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Oct-2018
Day Change Summary
Previous Current
23-Oct-2018 24-Oct-2018 Change Change % Previous Week
Open 0.7641 0.7650 0.0010 0.1% 0.7689
High 0.7655 0.7718 0.0063 0.8% 0.7751
Low 0.7628 0.7640 0.0012 0.2% 0.7623
Close 0.7649 0.7690 0.0041 0.5% 0.7632
Range 0.0028 0.0079 0.0051 185.5% 0.0128
ATR 0.0047 0.0049 0.0002 4.9% 0.0000
Volume 64,489 131,902 67,413 104.5% 345,444
Daily Pivots for day following 24-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7918 0.7883 0.7733
R3 0.7840 0.7804 0.7712
R2 0.7761 0.7761 0.7704
R1 0.7726 0.7726 0.7697 0.7743
PP 0.7683 0.7683 0.7683 0.7691
S1 0.7647 0.7647 0.7683 0.7665
S2 0.7604 0.7604 0.7676
S3 0.7526 0.7569 0.7668
S4 0.7447 0.7490 0.7647
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 0.7718 0.7623 0.0095 1.2% 0.0047 0.6% 71% True False 81,140
10 0.7751 0.7623 0.0128 1.7% 0.0046 0.6% 53% False False 74,510
20 0.7836 0.7623 0.0213 2.8% 0.0049 0.6% 32% False False 72,174
40 0.7836 0.7575 0.0260 3.4% 0.0047 0.6% 44% False False 54,842
60 0.7836 0.7575 0.0260 3.4% 0.0046 0.6% 44% False False 36,672
80 0.7836 0.7547 0.0289 3.8% 0.0045 0.6% 50% False False 27,542
100 0.7836 0.7500 0.0336 4.4% 0.0045 0.6% 57% False False 22,073
120 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 50% False False 18,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.7924
1.618 0.7845
1.000 0.7797
0.618 0.7767
HIGH 0.7718
0.618 0.7688
0.500 0.7679
0.382 0.7669
LOW 0.7640
0.618 0.7591
1.000 0.7561
1.618 0.7512
2.618 0.7434
4.250 0.7306
Fisher Pivots for day following 24-Oct-2018
Pivot 1 day 3 day
R1 0.7686 0.7684
PP 0.7683 0.7678
S1 0.7679 0.7672

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

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