CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.7633 0.7605 -0.0028 -0.4% 0.7636
High 0.7636 0.7658 0.0023 0.3% 0.7718
Low 0.7599 0.7600 0.0001 0.0% 0.7604
Close 0.7600 0.7647 0.0048 0.6% 0.7646
Range 0.0037 0.0059 0.0022 58.1% 0.0114
ATR 0.0046 0.0047 0.0001 1.9% 0.0000
Volume 83,123 81,979 -1,144 -1.4% 430,029
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7810 0.7787 0.7679
R3 0.7752 0.7729 0.7663
R2 0.7693 0.7693 0.7658
R1 0.7670 0.7670 0.7652 0.7682
PP 0.7635 0.7635 0.7635 0.7641
S1 0.7612 0.7612 0.7642 0.7623
S2 0.7576 0.7576 0.7636
S3 0.7518 0.7553 0.7631
S4 0.7459 0.7495 0.7615
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 0.7659 0.7599 0.0060 0.8% 0.0043 0.6% 81% False False 74,031
10 0.7718 0.7599 0.0120 1.6% 0.0046 0.6% 41% False False 79,308
20 0.7770 0.7599 0.0171 2.2% 0.0047 0.6% 28% False False 71,598
40 0.7836 0.7591 0.0245 3.2% 0.0046 0.6% 23% False False 65,899
60 0.7836 0.7575 0.0260 3.4% 0.0047 0.6% 28% False False 44,218
80 0.7836 0.7547 0.0289 3.8% 0.0045 0.6% 35% False False 33,207
100 0.7836 0.7500 0.0336 4.4% 0.0045 0.6% 44% False False 26,597
120 0.7880 0.7500 0.0380 5.0% 0.0046 0.6% 39% False False 22,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7907
2.618 0.7811
1.618 0.7753
1.000 0.7717
0.618 0.7694
HIGH 0.7658
0.618 0.7636
0.500 0.7629
0.382 0.7622
LOW 0.7600
0.618 0.7563
1.000 0.7541
1.618 0.7505
2.618 0.7446
4.250 0.7351
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.7641 0.7641
PP 0.7635 0.7635
S1 0.7629 0.7628

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

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