CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 29-Oct-2018

Day Change Summary
	Previous	Current
	26-Oct-2018	29-Oct-2018	Change	Change %	Previous Week
Open	0.7655	0.7642	-0.0013	-0.2%	0.7636
High	0.7659	0.7650	-0.0009	-0.1%	0.7718
Low	0.7604	0.7611	0.0007	0.1%	0.7604
Close	0.7646	0.7625	-0.0021	-0.3%	0.7646
Range	0.0054	0.0039	-0.0015	-28.4%	0.0114
ATR	0.0049	0.0049	-0.0001	-1.5%	0.0000
Volume	95,060	53,337	-41,723	-43.9%	430,029

Daily Pivots for day following 29-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7746	0.7724	0.7646
R3	0.7707	0.7685	0.7635
R2	0.7668	0.7668	0.7632
R1	0.7646	0.7646	0.7628	0.7637
PP	0.7629	0.7629	0.7629	0.7624
S1	0.7607	0.7607	0.7621	0.7598
S2	0.7590	0.7590	0.7617
S3	0.7551	0.7568	0.7614
S4	0.7512	0.7529	0.7603

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7936	0.7708
R3	0.7884	0.7822	0.7677
R2	0.7770	0.7770	0.7666
R1	0.7708	0.7708	0.7656	0.7739
PP	0.7656	0.7656	0.7656	0.7671
S1	0.7594	0.7594	0.7635	0.7625
S2	0.7542	0.7542	0.7625
S3	0.7428	0.7480	0.7614
S4	0.7314	0.7366	0.7583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7718	0.7604	0.0114	1.5%	0.0050	0.7%	18%	False	False	85,688
10	0.7751	0.7604	0.0146	1.9%	0.0048	0.6%	14%	False	False	75,704
20	0.7825	0.7604	0.0220	2.9%	0.0047	0.6%	9%	False	False	70,327
40	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	19%	False	False	60,574
60	0.7836	0.7575	0.0260	3.4%	0.0047	0.6%	19%	False	False	40,531
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	27%	False	False	30,440
100	0.7836	0.7500	0.0336	4.4%	0.0045	0.6%	37%	False	False	24,386
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	33%	False	False	20,354

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7752
1.618	0.7713
1.000	0.7689
0.618	0.7674
HIGH	0.7650
0.618	0.7635
0.500	0.7631
0.382	0.7626
LOW	0.7611
0.618	0.7587
1.000	0.7572
1.618	0.7548
2.618	0.7509
4.250	0.7445

Fisher Pivots for day following 29-Oct-2018
Pivot	1 day	3 day
R1	0.7631	0.7647
PP	0.7629	0.7640
S1	0.7627	0.7632

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