CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Feb-2018
Day Change Summary
Previous Current
21-Feb-2018 22-Feb-2018 Change Change % Previous Week
Open 0.7937 0.7906 -0.0031 -0.4% 0.7996
High 0.7960 0.7920 -0.0040 -0.5% 0.8051
Low 0.7920 0.7900 -0.0021 -0.3% 0.7941
Close 0.7925 0.7905 -0.0020 -0.3% 0.8004
Range 0.0040 0.0021 -0.0019 -48.1% 0.0110
ATR 0.0043 0.0042 -0.0001 -2.9% 0.0000
Volume 200 127 -73 -36.5% 320
Daily Pivots for day following 22-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.7970 0.7958 0.7916
R3 0.7949 0.7937 0.7911
R2 0.7929 0.7929 0.7909
R1 0.7917 0.7917 0.7907 0.7913
PP 0.7908 0.7908 0.7908 0.7906
S1 0.7896 0.7896 0.7903 0.7892
S2 0.7888 0.7888 0.7901
S3 0.7867 0.7876 0.7899
S4 0.7847 0.7855 0.7894
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.8329 0.8276 0.8064
R3 0.8219 0.8166 0.8034
R2 0.8109 0.8109 0.8024
R1 0.8056 0.8056 0.8014 0.8082
PP 0.7999 0.7999 0.7999 0.8012
S1 0.7946 0.7946 0.7993 0.7972
S2 0.7889 0.7889 0.7983
S3 0.7779 0.7836 0.7973
S4 0.7669 0.7726 0.7943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8051 0.7900 0.0151 1.9% 0.0035 0.4% 4% False True 102
10 0.8051 0.7900 0.0151 1.9% 0.0038 0.5% 4% False True 83
20 0.8177 0.7900 0.0277 3.5% 0.0035 0.4% 2% False True 54
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8007
2.618 0.7974
1.618 0.7953
1.000 0.7941
0.618 0.7933
HIGH 0.7920
0.618 0.7912
0.500 0.7910
0.382 0.7907
LOW 0.7900
0.618 0.7887
1.000 0.7879
1.618 0.7866
2.618 0.7846
4.250 0.7812
Fisher Pivots for day following 22-Feb-2018
Pivot 1 day 3 day
R1 0.7910 0.7940
PP 0.7908 0.7928
S1 0.7907 0.7917

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

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