CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 31-Oct-2018
Day Change Summary
Previous Current
30-Oct-2018 31-Oct-2018 Change Change % Previous Week
Open 0.7621 0.7633 0.0012 0.2% 0.7636
High 0.7639 0.7636 -0.0004 0.0% 0.7718
Low 0.7612 0.7599 -0.0014 -0.2% 0.7604
Close 0.7622 0.7600 -0.0022 -0.3% 0.7646
Range 0.0027 0.0037 0.0010 37.0% 0.0114
ATR 0.0047 0.0046 -0.0001 -1.5% 0.0000
Volume 56,658 83,123 26,465 46.7% 430,029
Daily Pivots for day following 31-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7722 0.7698 0.7620
R3 0.7685 0.7661 0.7610
R2 0.7648 0.7648 0.7606
R1 0.7624 0.7624 0.7603 0.7618
PP 0.7611 0.7611 0.7611 0.7608
S1 0.7587 0.7587 0.7596 0.7581
S2 0.7574 0.7574 0.7593
S3 0.7537 0.7550 0.7589
S4 0.7500 0.7513 0.7579
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 0.7690 0.7599 0.0092 1.2% 0.0041 0.5% 1% False True 74,366
10 0.7718 0.7599 0.0120 1.6% 0.0044 0.6% 1% False True 77,753
20 0.7789 0.7599 0.0191 2.5% 0.0046 0.6% 1% False True 70,669
40 0.7836 0.7575 0.0260 3.4% 0.0046 0.6% 9% False False 63,919
60 0.7836 0.7575 0.0260 3.4% 0.0047 0.6% 9% False False 42,853
80 0.7836 0.7547 0.0289 3.8% 0.0046 0.6% 18% False False 32,186
100 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 30% False False 25,780
120 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 26% False False 21,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7793
2.618 0.7732
1.618 0.7695
1.000 0.7673
0.618 0.7658
HIGH 0.7636
0.618 0.7621
0.500 0.7617
0.382 0.7613
LOW 0.7599
0.618 0.7576
1.000 0.7562
1.618 0.7539
2.618 0.7502
4.250 0.7441
Fisher Pivots for day following 31-Oct-2018
Pivot 1 day 3 day
R1 0.7617 0.7624
PP 0.7611 0.7616
S1 0.7605 0.7608

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

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