CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 0.7730 0.7716 -0.0015 -0.2% 0.7800
High 0.7737 0.7820 0.0084 1.1% 0.7880
Low 0.7700 0.7703 0.0003 0.0% 0.7734
Close 0.7712 0.7796 0.0084 1.1% 0.7739
Range 0.0037 0.0118 0.0081 221.9% 0.0146
ATR 0.0047 0.0052 0.0005 10.9% 0.0000
Volume 457 676 219 47.9% 883
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 0.8125 0.8078 0.7861
R3 0.8008 0.7961 0.7828
R2 0.7890 0.7890 0.7818
R1 0.7843 0.7843 0.7807 0.7867
PP 0.7773 0.7773 0.7773 0.7785
S1 0.7726 0.7726 0.7785 0.7749
S2 0.7655 0.7655 0.7774
S3 0.7538 0.7608 0.7764
S4 0.7420 0.7491 0.7731
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.8222 0.8126 0.7819
R3 0.8076 0.7980 0.7779
R2 0.7930 0.7930 0.7765
R1 0.7834 0.7834 0.7752 0.7809
PP 0.7784 0.7784 0.7784 0.7772
S1 0.7688 0.7688 0.7725 0.7663
S2 0.7638 0.7638 0.7712
S3 0.7492 0.7542 0.7698
S4 0.7346 0.7396 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7827 0.7700 0.0127 1.6% 0.0058 0.7% 76% False False 350
10 0.7880 0.7700 0.0180 2.3% 0.0052 0.7% 53% False False 261
20 0.7880 0.7700 0.0180 2.3% 0.0046 0.6% 53% False False 178
40 0.8014 0.7700 0.0314 4.0% 0.0042 0.5% 31% False False 141
60 0.8014 0.7679 0.0335 4.3% 0.0040 0.5% 35% False False 131
80 0.8077 0.7679 0.0399 5.1% 0.0039 0.5% 29% False False 117
100 0.8177 0.7679 0.0498 6.4% 0.0038 0.5% 24% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 0.8319
2.618 0.8128
1.618 0.8010
1.000 0.7938
0.618 0.7893
HIGH 0.7820
0.618 0.7775
0.500 0.7761
0.382 0.7747
LOW 0.7703
0.618 0.7630
1.000 0.7585
1.618 0.7512
2.618 0.7395
4.250 0.7203
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 0.7784 0.7784
PP 0.7773 0.7772
S1 0.7761 0.7760

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

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