CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	0.7467	0.7469	0.0002	0.0%	0.7544
High	0.7476	0.7507	0.0032	0.4%	0.7601
Low	0.7450	0.7468	0.0018	0.2%	0.7439
Close	0.7467	0.7491	0.0025	0.3%	0.7530
Range	0.0025	0.0040	0.0014	54.9%	0.0162
ATR	0.0054	0.0053	-0.0001	-1.7%	0.0000
Volume	74,265	119,794	45,529	61.3%	528,126

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7607	0.7589	0.7513
R3	0.7568	0.7549	0.7502
R2	0.7528	0.7528	0.7498
R1	0.7510	0.7510	0.7495	0.7519
PP	0.7489	0.7489	0.7489	0.7493
S1	0.7470	0.7470	0.7487	0.7479
S2	0.7449	0.7449	0.7484
S3	0.7410	0.7431	0.7480
S4	0.7370	0.7391	0.7469

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	0.7547	0.7439	0.0108	1.4%	0.0054	0.7%	48%	False	False	107,889
10	0.7601	0.7439	0.0162	2.2%	0.0055	0.7%	32%	False	False	100,849
20	0.7622	0.7439	0.0183	2.4%	0.0053	0.7%	28%	False	False	88,307
40	0.7741	0.7439	0.0302	4.0%	0.0048	0.6%	17%	False	False	79,845
60	0.7836	0.7439	0.0396	5.3%	0.0047	0.6%	13%	False	False	75,930
80	0.7836	0.7439	0.0396	5.3%	0.0048	0.6%	13%	False	False	61,523
100	0.7836	0.7439	0.0396	5.3%	0.0046	0.6%	13%	False	False	49,256
120	0.7836	0.7439	0.0396	5.3%	0.0045	0.6%	13%	False	False	41,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7610
1.618	0.7571
1.000	0.7547
0.618	0.7531
HIGH	0.7507
0.618	0.7492
0.500	0.7487
0.382	0.7483
LOW	0.7468
0.618	0.7443
1.000	0.7428
1.618	0.7404
2.618	0.7364
4.250	0.7300

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	0.7490	0.7490
PP	0.7489	0.7488
S1	0.7487	0.7487

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