CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 0.7523 0.7535 0.0013 0.2% 0.7607
High 0.7555 0.7548 -0.0007 -0.1% 0.7613
Low 0.7488 0.7514 0.0027 0.4% 0.7512
Close 0.7537 0.7536 -0.0002 0.0% 0.7578
Range 0.0067 0.0033 -0.0034 -50.0% 0.0101
ATR 0.0048 0.0047 -0.0001 -2.2% 0.0000
Volume 102,689 89,051 -13,638 -13.3% 299,846
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7633 0.7618 0.7554
R3 0.7599 0.7584 0.7545
R2 0.7566 0.7566 0.7542
R1 0.7551 0.7551 0.7539 0.7558
PP 0.7532 0.7532 0.7532 0.7536
S1 0.7517 0.7517 0.7532 0.7525
S2 0.7499 0.7499 0.7529
S3 0.7465 0.7484 0.7526
S4 0.7432 0.7450 0.7517
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7872 0.7826 0.7633
R3 0.7770 0.7725 0.7605
R2 0.7669 0.7669 0.7596
R1 0.7623 0.7623 0.7587 0.7595
PP 0.7567 0.7567 0.7567 0.7553
S1 0.7522 0.7522 0.7568 0.7494
S2 0.7466 0.7466 0.7559
S3 0.7364 0.7420 0.7550
S4 0.7263 0.7319 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7589 0.7488 0.0102 1.3% 0.0048 0.6% 47% False False 77,806
10 0.7622 0.7488 0.0135 1.8% 0.0051 0.7% 36% False False 76,262
20 0.7669 0.7488 0.0182 2.4% 0.0046 0.6% 26% False False 71,648
40 0.7789 0.7488 0.0302 4.0% 0.0046 0.6% 16% False False 71,158
60 0.7836 0.7488 0.0348 4.6% 0.0046 0.6% 14% False False 66,495
80 0.7836 0.7488 0.0348 4.6% 0.0047 0.6% 14% False False 50,052
100 0.7836 0.7488 0.0348 4.6% 0.0046 0.6% 14% False False 40,078
120 0.7836 0.7488 0.0348 4.6% 0.0045 0.6% 14% False False 33,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7690
2.618 0.7635
1.618 0.7602
1.000 0.7581
0.618 0.7568
HIGH 0.7548
0.618 0.7535
0.500 0.7531
0.382 0.7527
LOW 0.7514
0.618 0.7493
1.000 0.7481
1.618 0.7460
2.618 0.7426
4.250 0.7372
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 0.7534 0.7531
PP 0.7532 0.7527
S1 0.7531 0.7523

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

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