CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.7607 0.7595 -0.0012 -0.2% 0.7576
High 0.7613 0.7605 -0.0008 -0.1% 0.7622
Low 0.7578 0.7512 -0.0066 -0.9% 0.7543
Close 0.7591 0.7514 -0.0078 -1.0% 0.7600
Range 0.0036 0.0093 0.0058 163.4% 0.0079
ATR 0.0043 0.0047 0.0004 8.4% 0.0000
Volume 53,706 90,384 36,678 68.3% 360,011
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7824 0.7762 0.7565
R3 0.7730 0.7669 0.7539
R2 0.7637 0.7637 0.7531
R1 0.7575 0.7575 0.7522 0.7559
PP 0.7543 0.7543 0.7543 0.7535
S1 0.7482 0.7482 0.7505 0.7466
S2 0.7450 0.7450 0.7496
S3 0.7356 0.7388 0.7488
S4 0.7263 0.7295 0.7462
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7825 0.7792 0.7643
R3 0.7746 0.7713 0.7622
R2 0.7667 0.7667 0.7614
R1 0.7634 0.7634 0.7607 0.7651
PP 0.7588 0.7588 0.7588 0.7597
S1 0.7555 0.7555 0.7593 0.7572
S2 0.7509 0.7509 0.7586
S3 0.7430 0.7476 0.7578
S4 0.7351 0.7397 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7512 0.0111 1.5% 0.0050 0.7% 2% False True 76,932
10 0.7665 0.7512 0.0153 2.0% 0.0048 0.6% 1% False True 71,595
20 0.7718 0.7512 0.0206 2.7% 0.0046 0.6% 1% False True 73,732
40 0.7836 0.7512 0.0324 4.3% 0.0047 0.6% 1% False True 71,433
60 0.7836 0.7512 0.0324 4.3% 0.0046 0.6% 1% False True 58,959
80 0.7836 0.7512 0.0324 4.3% 0.0046 0.6% 1% False True 44,292
100 0.7836 0.7512 0.0324 4.3% 0.0044 0.6% 1% False True 35,461
120 0.7836 0.7500 0.0336 4.5% 0.0045 0.6% 4% False False 29,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 86 trading days
Fibonacci Retracements and Extensions
4.250 0.8002
2.618 0.7850
1.618 0.7756
1.000 0.7698
0.618 0.7663
HIGH 0.7605
0.618 0.7569
0.500 0.7558
0.382 0.7547
LOW 0.7512
0.618 0.7454
1.000 0.7418
1.618 0.7360
2.618 0.7267
4.250 0.7114
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.7558 0.7567
PP 0.7543 0.7549
S1 0.7528 0.7531

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

View Archives - Comment on this page... - Back to Index of Symbols