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

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

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