CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 0.7470 0.7505 0.0035 0.5% 0.7544
High 0.7547 0.7524 -0.0023 -0.3% 0.7601
Low 0.7464 0.7454 -0.0009 -0.1% 0.7439
Close 0.7530 0.7457 -0.0073 -1.0% 0.7530
Range 0.0083 0.0070 -0.0013 -15.7% 0.0162
ATR 0.0054 0.0056 0.0002 2.8% 0.0000
Volume 117,930 111,842 -6,088 -5.2% 528,126
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7688 0.7643 0.7496
R3 0.7618 0.7573 0.7476
R2 0.7548 0.7548 0.7470
R1 0.7503 0.7503 0.7463 0.7491
PP 0.7478 0.7478 0.7478 0.7472
S1 0.7433 0.7433 0.7451 0.7421
S2 0.7408 0.7408 0.7444
S3 0.7338 0.7363 0.7438
S4 0.7268 0.7293 0.7419
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.8009 0.7931 0.7619
R3 0.7847 0.7769 0.7574
R2 0.7685 0.7685 0.7559
R1 0.7607 0.7607 0.7544 0.7565
PP 0.7523 0.7523 0.7523 0.7502
S1 0.7445 0.7445 0.7515 0.7403
S2 0.7361 0.7361 0.7500
S3 0.7199 0.7283 0.7485
S4 0.7037 0.7121 0.7440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7599 0.7439 0.0159 2.1% 0.0069 0.9% 11% False False 106,331
10 0.7601 0.7439 0.0162 2.2% 0.0060 0.8% 11% False False 98,207
20 0.7622 0.7439 0.0183 2.5% 0.0053 0.7% 10% False False 84,576
40 0.7751 0.7439 0.0311 4.2% 0.0049 0.7% 6% False False 78,173
60 0.7836 0.7439 0.0396 5.3% 0.0048 0.6% 5% False False 74,255
80 0.7836 0.7439 0.0396 5.3% 0.0048 0.6% 5% False False 59,105
100 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 5% False False 47,320
120 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 5% False False 39,454
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7707
1.618 0.7637
1.000 0.7594
0.618 0.7567
HIGH 0.7524
0.618 0.7497
0.500 0.7489
0.382 0.7481
LOW 0.7454
0.618 0.7411
1.000 0.7384
1.618 0.7341
2.618 0.7271
4.250 0.7157
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 0.7489 0.7493
PP 0.7478 0.7481
S1 0.7468 0.7469

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

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