CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 0.7472 0.7455 -0.0017 -0.2% 0.7505
High 0.7478 0.7467 -0.0011 -0.1% 0.7524
Low 0.7451 0.7447 -0.0004 -0.1% 0.7450
Close 0.7458 0.7455 -0.0004 0.0% 0.7478
Range 0.0027 0.0020 -0.0007 -25.9% 0.0074
ATR 0.0048 0.0046 -0.0002 -4.1% 0.0000
Volume 8,083 520 -7,563 -93.6% 447,213
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7516 0.7505 0.7465
R3 0.7496 0.7485 0.7460
R2 0.7476 0.7476 0.7458
R1 0.7465 0.7465 0.7456 0.7461
PP 0.7456 0.7456 0.7456 0.7454
S1 0.7445 0.7445 0.7453 0.7441
S2 0.7436 0.7436 0.7451
S3 0.7416 0.7425 0.7449
S4 0.7396 0.7405 0.7444
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7706 0.7666 0.7518
R3 0.7632 0.7592 0.7498
R2 0.7558 0.7558 0.7491
R1 0.7518 0.7518 0.7484 0.7501
PP 0.7484 0.7484 0.7484 0.7475
S1 0.7444 0.7444 0.7471 0.7427
S2 0.7410 0.7410 0.7464
S3 0.7336 0.7370 0.7457
S4 0.7262 0.7296 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7447 0.0060 0.8% 0.0028 0.4% 12% False True 53,941
10 0.7547 0.7439 0.0108 1.4% 0.0045 0.6% 14% False False 78,549
20 0.7605 0.7439 0.0166 2.2% 0.0050 0.7% 9% False False 81,089
40 0.7718 0.7439 0.0279 3.7% 0.0046 0.6% 6% False False 76,763
60 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 4% False False 74,020
80 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 4% False False 63,373
100 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 4% False False 50,749
120 0.7836 0.7439 0.0396 5.3% 0.0045 0.6% 4% False False 42,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 0.7552
2.618 0.7519
1.618 0.7499
1.000 0.7487
0.618 0.7479
HIGH 0.7467
0.618 0.7459
0.500 0.7457
0.382 0.7455
LOW 0.7447
0.618 0.7435
1.000 0.7427
1.618 0.7415
2.618 0.7395
4.250 0.7362
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 0.7457 0.7470
PP 0.7456 0.7465
S1 0.7455 0.7460

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

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