CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 0.7800 0.7864 0.0064 0.8% 0.7856
High 0.7851 0.7880 0.0030 0.4% 0.7872
Low 0.7799 0.7835 0.0036 0.5% 0.7773
Close 0.7841 0.7839 -0.0002 0.0% 0.7798
Range 0.0051 0.0045 -0.0006 -11.7% 0.0099
ATR 0.0045 0.0045 0.0000 0.0% 0.0000
Volume 27 237 210 777.8% 849
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 0.7988 0.7959 0.7864
R3 0.7942 0.7913 0.7852
R2 0.7897 0.7897 0.7847
R1 0.7868 0.7868 0.7843 0.7860
PP 0.7851 0.7851 0.7851 0.7847
S1 0.7822 0.7822 0.7835 0.7814
S2 0.7806 0.7806 0.7831
S3 0.7760 0.7777 0.7826
S4 0.7715 0.7731 0.7814
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.8112 0.8054 0.7852
R3 0.8013 0.7955 0.7825
R2 0.7913 0.7913 0.7816
R1 0.7855 0.7855 0.7807 0.7835
PP 0.7814 0.7814 0.7814 0.7804
S1 0.7756 0.7756 0.7788 0.7735
S2 0.7715 0.7715 0.7779
S3 0.7615 0.7657 0.7770
S4 0.7516 0.7557 0.7743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7785 0.0095 1.2% 0.0046 0.6% 57% True False 173
10 0.7880 0.7760 0.0120 1.5% 0.0045 0.6% 66% True False 132
20 0.7880 0.7728 0.0152 1.9% 0.0040 0.5% 73% True False 121
40 0.8014 0.7728 0.0286 3.6% 0.0039 0.5% 39% False False 113
60 0.8014 0.7679 0.0335 4.3% 0.0038 0.5% 48% False False 108
80 0.8177 0.7679 0.0498 6.4% 0.0038 0.5% 32% False False 96
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 True
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.7999
1.618 0.7954
1.000 0.7925
0.618 0.7908
HIGH 0.7880
0.618 0.7863
0.500 0.7857
0.382 0.7852
LOW 0.7835
0.618 0.7806
1.000 0.7789
1.618 0.7761
2.618 0.7715
4.250 0.7641
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 0.7857 0.7837
PP 0.7851 0.7835
S1 0.7845 0.7833

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

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