CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Nov-2018

Day Change Summary
	Previous	Current
	12-Nov-2018	13-Nov-2018	Change	Change %	Previous Week
Open	0.7576	0.7555	-0.0021	-0.3%	0.7639
High	0.7590	0.7572	-0.0019	-0.2%	0.7665
Low	0.7552	0.7544	-0.0009	-0.1%	0.7561
Close	0.7564	0.7550	-0.0014	-0.2%	0.7575
Range	0.0038	0.0028	-0.0010	-26.3%	0.0104
ATR	0.0046	0.0044	-0.0001	-2.8%	0.0000
Volume	49,313	70,125	20,812	42.2%	302,261

Daily Pivots for day following 13-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7622	0.7565
R3	0.7611	0.7594	0.7557
R2	0.7583	0.7583	0.7555
R1	0.7566	0.7566	0.7552	0.7561
PP	0.7555	0.7555	0.7555	0.7552
S1	0.7538	0.7538	0.7547	0.7532
S2	0.7527	0.7527	0.7544
S3	0.7499	0.7510	0.7542
S4	0.7471	0.7482	0.7534

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7911	0.7846	0.7631
R3	0.7807	0.7743	0.7603
R2	0.7704	0.7704	0.7593
R1	0.7639	0.7639	0.7584	0.7620
PP	0.7600	0.7600	0.7600	0.7590
S1	0.7536	0.7536	0.7565	0.7516
S2	0.7497	0.7497	0.7556
S3	0.7393	0.7432	0.7546
S4	0.7290	0.7329	0.7518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7665	0.7544	0.0121	1.6%	0.0047	0.6%	5%	False	True	66,258
10	0.7669	0.7544	0.0126	1.7%	0.0042	0.6%	5%	False	True	66,937
20	0.7741	0.7544	0.0198	2.6%	0.0044	0.6%	3%	False	True	71,384
40	0.7836	0.7544	0.0292	3.9%	0.0045	0.6%	2%	False	True	69,741
60	0.7836	0.7544	0.0292	3.9%	0.0046	0.6%	2%	False	True	52,595
80	0.7836	0.7544	0.0292	3.9%	0.0045	0.6%	2%	False	True	39,493
100	0.7836	0.7500	0.0335	4.4%	0.0044	0.6%	15%	False	False	31,619
120	0.7836	0.7500	0.0336	4.5%	0.0045	0.6%	15%	False	False	26,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7691
2.618	0.7645
1.618	0.7617
1.000	0.7600
0.618	0.7589
HIGH	0.7572
0.618	0.7561
0.500	0.7558
0.382	0.7554
LOW	0.7544
0.618	0.7526
1.000	0.7515
1.618	0.7498
2.618	0.7470
4.250	0.7424

Fisher Pivots for day following 13-Nov-2018
Pivot	1 day	3 day
R1	0.7558	0.7579
PP	0.7555	0.7569
S1	0.7552	0.7559

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