CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 0.7873 0.7832 -0.0041 -0.5% 0.7970
High 0.7874 0.7841 -0.0033 -0.4% 0.8014
Low 0.7818 0.7825 0.0007 0.1% 0.7878
Close 0.7820 0.7830 0.0011 0.1% 0.7880
Range 0.0056 0.0016 -0.0040 -71.2% 0.0136
ATR 0.0043 0.0042 -0.0002 -3.6% 0.0000
Volume 161 180 19 11.8% 609
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7880 0.7871 0.7839
R3 0.7864 0.7855 0.7834
R2 0.7848 0.7848 0.7833
R1 0.7839 0.7839 0.7831 0.7836
PP 0.7832 0.7832 0.7832 0.7830
S1 0.7823 0.7823 0.7829 0.7820
S2 0.7816 0.7816 0.7827
S3 0.7800 0.7807 0.7826
S4 0.7784 0.7791 0.7821
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8330 0.8241 0.7955
R3 0.8195 0.8105 0.7917
R2 0.8059 0.8059 0.7905
R1 0.7970 0.7970 0.7892 0.7947
PP 0.7924 0.7924 0.7924 0.7912
S1 0.7834 0.7834 0.7868 0.7811
S2 0.7788 0.7788 0.7855
S3 0.7653 0.7699 0.7843
S4 0.7517 0.7563 0.7805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7995 0.7818 0.0177 2.3% 0.0042 0.5% 7% False False 163
10 0.8014 0.7818 0.0196 2.5% 0.0034 0.4% 6% False False 111
20 0.8014 0.7765 0.0249 3.2% 0.0039 0.5% 26% False False 106
40 0.8014 0.7679 0.0335 4.3% 0.0037 0.5% 45% False False 101
60 0.8177 0.7679 0.0498 6.4% 0.0037 0.5% 30% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7883
1.618 0.7867
1.000 0.7857
0.618 0.7851
HIGH 0.7841
0.618 0.7835
0.500 0.7833
0.382 0.7831
LOW 0.7825
0.618 0.7815
1.000 0.7809
1.618 0.7799
2.618 0.7783
4.250 0.7757
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 0.7833 0.7873
PP 0.7832 0.7859
S1 0.7831 0.7844

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

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