CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 0.8018 0.7978 -0.0040 -0.5% 0.8124
High 0.8018 0.7979 -0.0039 -0.5% 0.8177
Low 0.7982 0.7972 -0.0010 -0.1% 0.8087
Close 0.7982 0.7972 -0.0010 -0.1% 0.8100
Range 0.0036 0.0008 -0.0029 -79.5% 0.0090
ATR 0.0042 0.0040 -0.0002 -5.5% 0.0000
Volume 70 13 -57 -81.4% 33
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7997 0.7992 0.7976
R3 0.7989 0.7984 0.7974
R2 0.7982 0.7982 0.7973
R1 0.7977 0.7977 0.7972 0.7975
PP 0.7974 0.7974 0.7974 0.7973
S1 0.7969 0.7969 0.7971 0.7968
S2 0.7967 0.7967 0.7970
S3 0.7959 0.7962 0.7969
S4 0.7952 0.7954 0.7967
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8390 0.8334 0.8149
R3 0.8300 0.8245 0.8125
R2 0.8211 0.8211 0.8116
R1 0.8155 0.8155 0.8108 0.8138
PP 0.8121 0.8121 0.8121 0.8113
S1 0.8066 0.8066 0.8092 0.8049
S2 0.8032 0.8032 0.8084
S3 0.7942 0.7976 0.8075
S4 0.7853 0.7887 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8162 0.7972 0.0190 2.4% 0.0039 0.5% 0% False True 48
10 0.8177 0.7972 0.0205 2.6% 0.0027 0.3% 0% False True 26
20 0.8177 0.7972 0.0205 2.6% 0.0033 0.4% 0% False True 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8011
2.618 0.7999
1.618 0.7991
1.000 0.7987
0.618 0.7984
HIGH 0.7979
0.618 0.7976
0.500 0.7975
0.382 0.7974
LOW 0.7972
0.618 0.7967
1.000 0.7964
1.618 0.7959
2.618 0.7952
4.250 0.7940
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 0.7975 0.7995
PP 0.7974 0.7987
S1 0.7973 0.7979

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

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