CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 10-Jul-2018
Day Change Summary
Previous Current
09-Jul-2018 10-Jul-2018 Change Change % Previous Week
Open 0.7663 0.7635 -0.0028 -0.4% 0.7625
High 0.7668 0.7647 -0.0022 -0.3% 0.7663
Low 0.7645 0.7634 -0.0012 -0.2% 0.7587
Close 0.7649 0.7644 -0.0006 -0.1% 0.7653
Range 0.0023 0.0013 -0.0010 -43.5% 0.0075
ATR 0.0044 0.0042 -0.0002 -4.6% 0.0000
Volume 42 64 22 52.4% 199
Daily Pivots for day following 10-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7680 0.7675 0.7651
R3 0.7667 0.7662 0.7647
R2 0.7654 0.7654 0.7646
R1 0.7649 0.7649 0.7645 0.7652
PP 0.7641 0.7641 0.7641 0.7643
S1 0.7636 0.7636 0.7642 0.7639
S2 0.7628 0.7628 0.7641
S3 0.7615 0.7623 0.7640
S4 0.7602 0.7610 0.7636
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7861 0.7832 0.7695
R3 0.7785 0.7757 0.7674
R2 0.7710 0.7710 0.7667
R1 0.7681 0.7681 0.7660 0.7695
PP 0.7634 0.7634 0.7634 0.7641
S1 0.7606 0.7606 0.7646 0.7620
S2 0.7559 0.7559 0.7639
S3 0.7483 0.7530 0.7632
S4 0.7408 0.7455 0.7611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7614 0.0054 0.7% 0.0022 0.3% 55% False False 56
10 0.7668 0.7500 0.0168 2.2% 0.0033 0.4% 85% False False 72
20 0.7750 0.7500 0.0250 3.3% 0.0038 0.5% 57% False False 155
40 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 38% False False 183
60 0.8014 0.7500 0.0514 6.7% 0.0042 0.6% 28% False False 159
80 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 28% False False 140
100 0.8051 0.7500 0.0551 7.2% 0.0040 0.5% 26% False False 133
120 0.8177 0.7500 0.0677 8.9% 0.0039 0.5% 21% False False 116
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7681
1.618 0.7668
1.000 0.7660
0.618 0.7655
HIGH 0.7647
0.618 0.7642
0.500 0.7640
0.382 0.7638
LOW 0.7634
0.618 0.7625
1.000 0.7621
1.618 0.7612
2.618 0.7599
4.250 0.7578
Fisher Pivots for day following 10-Jul-2018
Pivot 1 day 3 day
R1 0.7642 0.7651
PP 0.7641 0.7648
S1 0.7640 0.7646

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

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