CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 07-Nov-2018

Day Change Summary
	Previous	Current
	06-Nov-2018	07-Nov-2018	Change	Change %	Previous Week
Open	0.7634	0.7623	-0.0011	-0.1%	0.7642
High	0.7635	0.7665	0.0030	0.4%	0.7669
Low	0.7613	0.7605	-0.0008	-0.1%	0.7599
Close	0.7616	0.7639	0.0024	0.3%	0.7631
Range	0.0022	0.0060	0.0038	172.7%	0.0071
ATR	0.0044	0.0045	0.0001	2.7%	0.0000
Volume	43,537	70,048	26,511	60.9%	357,666

Daily Pivots for day following 07-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7787	0.7672
R3	0.7756	0.7727	0.7655
R2	0.7696	0.7696	0.7650
R1	0.7667	0.7667	0.7644	0.7682
PP	0.7636	0.7636	0.7636	0.7643
S1	0.7608	0.7608	0.7634	0.7622
S2	0.7576	0.7576	0.7628
S3	0.7516	0.7548	0.7623
S4	0.7456	0.7488	0.7606

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7808	0.7670
R3	0.7774	0.7738	0.7650
R2	0.7703	0.7703	0.7644
R1	0.7667	0.7667	0.7637	0.7650
PP	0.7633	0.7633	0.7633	0.7624
S1	0.7597	0.7597	0.7625	0.7579
S2	0.7562	0.7562	0.7618
S3	0.7492	0.7526	0.7612
S4	0.7421	0.7456	0.7592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7600	0.0070	0.9%	0.0042	0.5%	57%	False	False	65,000
10	0.7690	0.7599	0.0092	1.2%	0.0041	0.5%	44%	False	False	69,683
20	0.7751	0.7599	0.0152	2.0%	0.0044	0.6%	27%	False	False	72,096
40	0.7836	0.7599	0.0237	3.1%	0.0044	0.6%	17%	False	False	68,981
60	0.7836	0.7575	0.0260	3.4%	0.0046	0.6%	25%	False	False	48,258
80	0.7836	0.7547	0.0289	3.8%	0.0046	0.6%	32%	False	False	36,236
100	0.7836	0.7500	0.0336	4.4%	0.0044	0.6%	42%	False	False	29,015
120	0.7880	0.7500	0.0380	5.0%	0.0045	0.6%	37%	False	False	24,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7919
2.618	0.7822
1.618	0.7762
1.000	0.7724
0.618	0.7702
HIGH	0.7665
0.618	0.7642
0.500	0.7635
0.382	0.7627
LOW	0.7605
0.618	0.7567
1.000	0.7545
1.618	0.7507
2.618	0.7447
4.250	0.7350

Fisher Pivots for day following 07-Nov-2018
Pivot	1 day	3 day
R1	0.7638	0.7638
PP	0.7636	0.7636
S1	0.7635	0.7635

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