CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Nov-2018
Day Change Summary
Previous Current
07-Nov-2018 08-Nov-2018 Change Change % Previous Week
Open 0.7623 0.7630 0.0007 0.1% 0.7642
High 0.7665 0.7646 -0.0019 -0.2% 0.7669
Low 0.7605 0.7590 -0.0015 -0.2% 0.7599
Close 0.7639 0.7592 -0.0047 -0.6% 0.7631
Range 0.0060 0.0056 -0.0004 -6.7% 0.0071
ATR 0.0045 0.0046 0.0001 1.8% 0.0000
Volume 70,048 67,639 -2,409 -3.4% 357,666
Daily Pivots for day following 08-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7777 0.7740 0.7622
R3 0.7721 0.7684 0.7607
R2 0.7665 0.7665 0.7602
R1 0.7628 0.7628 0.7597 0.7619
PP 0.7609 0.7609 0.7609 0.7604
S1 0.7572 0.7572 0.7586 0.7563
S2 0.7553 0.7553 0.7581
S3 0.7497 0.7516 0.7576
S4 0.7441 0.7460 0.7561
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 0.7590 0.0080 1.0% 0.0041 0.5% 3% False True 62,132
10 0.7669 0.7590 0.0080 1.0% 0.0042 0.6% 3% False True 68,082
20 0.7751 0.7590 0.0161 2.1% 0.0045 0.6% 1% False True 70,771
40 0.7836 0.7590 0.0246 3.2% 0.0045 0.6% 1% False True 69,237
60 0.7836 0.7575 0.0260 3.4% 0.0046 0.6% 6% False False 49,380
80 0.7836 0.7547 0.0289 3.8% 0.0046 0.6% 16% False False 37,081
100 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 27% False False 29,689
120 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 24% False False 24,783
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7792
1.618 0.7736
1.000 0.7701
0.618 0.7680
HIGH 0.7646
0.618 0.7624
0.500 0.7618
0.382 0.7611
LOW 0.7590
0.618 0.7555
1.000 0.7534
1.618 0.7499
2.618 0.7443
4.250 0.7352
Fisher Pivots for day following 08-Nov-2018
Pivot 1 day 3 day
R1 0.7618 0.7627
PP 0.7609 0.7615
S1 0.7600 0.7603

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

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