CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 0.7970 0.8000 0.0031 0.4% 0.7863
High 0.7997 0.8014 0.0017 0.2% 0.8004
Low 0.7970 0.7994 0.0025 0.3% 0.7839
Close 0.7997 0.8002 0.0005 0.1% 0.7968
Range 0.0027 0.0019 -0.0008 -27.8% 0.0166
ATR 0.0042 0.0040 -0.0002 -3.8% 0.0000
Volume 70 64 -6 -8.6% 359
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8061 0.8051 0.8012
R3 0.8042 0.8031 0.8007
R2 0.8022 0.8022 0.8005
R1 0.8012 0.8012 0.8003 0.8017
PP 0.8003 0.8003 0.8003 0.8006
S1 0.7993 0.7993 0.8000 0.7998
S2 0.7984 0.7984 0.7998
S3 0.7964 0.7973 0.7996
S4 0.7945 0.7954 0.7991
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8433 0.8366 0.8059
R3 0.8268 0.8201 0.8014
R2 0.8102 0.8102 0.7998
R1 0.8035 0.8035 0.7983 0.8069
PP 0.7937 0.7937 0.7937 0.7954
S1 0.7870 0.7870 0.7953 0.7903
S2 0.7771 0.7771 0.7938
S3 0.7606 0.7704 0.7922
S4 0.7440 0.7539 0.7877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8014 0.7960 0.0053 0.7% 0.0027 0.3% 78% True False 59
10 0.8014 0.7825 0.0189 2.4% 0.0037 0.5% 94% True False 67
20 0.8014 0.7683 0.0331 4.1% 0.0036 0.5% 96% True False 77
40 0.8014 0.7679 0.0335 4.2% 0.0036 0.4% 96% True False 95
60 0.8177 0.7679 0.0498 6.2% 0.0036 0.4% 65% False False 74
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.8065
1.618 0.8045
1.000 0.8033
0.618 0.8026
HIGH 0.8014
0.618 0.8006
0.500 0.8004
0.382 0.8001
LOW 0.7994
0.618 0.7982
1.000 0.7975
1.618 0.7962
2.618 0.7943
4.250 0.7911
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 0.8004 0.7998
PP 0.8003 0.7994
S1 0.8002 0.7990

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

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