CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 0.7831 0.7792 -0.0039 -0.5% 0.7873
High 0.7831 0.7831 -0.0001 0.0% 0.7874
Low 0.7802 0.7792 -0.0010 -0.1% 0.7792
Close 0.7807 0.7830 0.0023 0.3% 0.7830
Range 0.0029 0.0038 0.0010 32.8% 0.0081
ATR 0.0040 0.0040 0.0000 -0.3% 0.0000
Volume 23 130 107 465.2% 528
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.7933 0.7920 0.7851
R3 0.7894 0.7881 0.7841
R2 0.7856 0.7856 0.7837
R1 0.7843 0.7843 0.7834 0.7850
PP 0.7818 0.7818 0.7818 0.7821
S1 0.7805 0.7805 0.7826 0.7811
S2 0.7779 0.7779 0.7823
S3 0.7741 0.7766 0.7819
S4 0.7702 0.7728 0.7809
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.8076 0.8035 0.7875
R3 0.7995 0.7953 0.7852
R2 0.7913 0.7913 0.7845
R1 0.7872 0.7872 0.7837 0.7852
PP 0.7832 0.7832 0.7832 0.7822
S1 0.7790 0.7790 0.7823 0.7770
S2 0.7750 0.7750 0.7815
S3 0.7669 0.7709 0.7808
S4 0.7587 0.7627 0.7785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7792 0.0081 1.0% 0.0033 0.4% 47% False True 105
10 0.8014 0.7792 0.0221 2.8% 0.0035 0.5% 17% False True 113
20 0.8014 0.7765 0.0249 3.2% 0.0039 0.5% 26% False False 107
40 0.8014 0.7679 0.0335 4.3% 0.0036 0.5% 45% False False 101
60 0.8177 0.7679 0.0498 6.4% 0.0037 0.5% 30% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7931
1.618 0.7893
1.000 0.7869
0.618 0.7854
HIGH 0.7831
0.618 0.7816
0.500 0.7811
0.382 0.7807
LOW 0.7792
0.618 0.7768
1.000 0.7754
1.618 0.7730
2.618 0.7691
4.250 0.7628
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 0.7824 0.7824
PP 0.7818 0.7818
S1 0.7811 0.7812

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

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