CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 0.7595 0.7518 -0.0077 -1.0% 0.7576
High 0.7605 0.7563 -0.0043 -0.6% 0.7622
Low 0.7512 0.7512 0.0000 0.0% 0.7543
Close 0.7514 0.7549 0.0036 0.5% 0.7600
Range 0.0093 0.0051 -0.0043 -45.5% 0.0079
ATR 0.0047 0.0047 0.0000 0.7% 0.0000
Volume 90,384 73,020 -17,364 -19.2% 360,011
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7694 0.7672 0.7577
R3 0.7643 0.7621 0.7563
R2 0.7592 0.7592 0.7558
R1 0.7570 0.7570 0.7554 0.7581
PP 0.7541 0.7541 0.7541 0.7546
S1 0.7520 0.7520 0.7544 0.7530
S2 0.7490 0.7490 0.7540
S3 0.7439 0.7469 0.7535
S4 0.7388 0.7418 0.7521
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% 0.0054 0.7% 34% False True 74,718
10 0.7646 0.7512 0.0134 1.8% 0.0048 0.6% 28% False True 71,892
20 0.7690 0.7512 0.0179 2.4% 0.0045 0.6% 21% False True 70,788
40 0.7836 0.7512 0.0324 4.3% 0.0047 0.6% 12% False True 71,481
60 0.7836 0.7512 0.0324 4.3% 0.0046 0.6% 12% False True 60,157
80 0.7836 0.7512 0.0324 4.3% 0.0046 0.6% 12% False True 45,201
100 0.7836 0.7512 0.0324 4.3% 0.0045 0.6% 12% False True 36,191
120 0.7836 0.7500 0.0336 4.5% 0.0045 0.6% 15% False False 30,192
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 0.7779
2.618 0.7696
1.618 0.7645
1.000 0.7613
0.618 0.7594
HIGH 0.7563
0.618 0.7543
0.500 0.7537
0.382 0.7531
LOW 0.7512
0.618 0.7480
1.000 0.7461
1.618 0.7429
2.618 0.7378
4.250 0.7295
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 0.7545 0.7562
PP 0.7541 0.7558
S1 0.7537 0.7553

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

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