CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 25-Oct-2018

Day Change Summary
	Previous	Current
	24-Oct-2018	25-Oct-2018	Change	Change %	Previous Week
Open	0.7650	0.7673	0.0023	0.3%	0.7689
High	0.7718	0.7690	-0.0028	-0.4%	0.7751
Low	0.7640	0.7641	0.0002	0.0%	0.7623
Close	0.7690	0.7654	-0.0036	-0.5%	0.7632
Range	0.0079	0.0049	-0.0029	-37.6%	0.0128
ATR	0.0049	0.0049	0.0000	0.0%	0.0000
Volume	131,902	83,652	-48,250	-36.6%	345,444

Daily Pivots for day following 25-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7809	0.7780	0.7681
R3	0.7760	0.7731	0.7667
R2	0.7711	0.7711	0.7663
R1	0.7682	0.7682	0.7658	0.7672
PP	0.7662	0.7662	0.7662	0.7657
S1	0.7633	0.7633	0.7650	0.7623
S2	0.7613	0.7613	0.7645
S3	0.7564	0.7584	0.7641
S4	0.7515	0.7535	0.7627

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%	0.0049	0.6%	33%	False	False	84,584
10	0.7751	0.7623	0.0128	1.7%	0.0047	0.6%	25%	False	False	73,461
20	0.7836	0.7623	0.0213	2.8%	0.0049	0.6%	15%	False	False	72,470
40	0.7836	0.7575	0.0260	3.4%	0.0048	0.6%	30%	False	False	56,918
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	30%	False	False	38,063
80	0.7836	0.7547	0.0289	3.8%	0.0045	0.6%	37%	False	False	28,586
100	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	46%	False	False	22,908
120	0.7880	0.7500	0.0380	5.0%	0.0046	0.6%	41%	False	False	19,120

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7898
2.618	0.7818
1.618	0.7769
1.000	0.7739
0.618	0.7720
HIGH	0.7690
0.618	0.7671
0.500	0.7666
0.382	0.7660
LOW	0.7641
0.618	0.7611
1.000	0.7592
1.618	0.7562
2.618	0.7513
4.250	0.7433

Fisher Pivots for day following 25-Oct-2018
Pivot	1 day	3 day
R1	0.7666	0.7673
PP	0.7662	0.7667
S1	0.7658	0.7660

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols