CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 25-Jul-2018
Day Change Summary
Previous Current
24-Jul-2018 25-Jul-2018 Change Change % Previous Week
Open 0.7610 0.7632 0.0023 0.3% 0.7628
High 0.7630 0.7689 0.0059 0.8% 0.7646
Low 0.7603 0.7628 0.0025 0.3% 0.7547
Close 0.7619 0.7679 0.0061 0.8% 0.7635
Range 0.0027 0.0061 0.0034 125.9% 0.0099
ATR 0.0046 0.0048 0.0002 3.8% 0.0000
Volume 123 220 97 78.9% 823
Daily Pivots for day following 25-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7848 0.7825 0.7713
R3 0.7787 0.7764 0.7696
R2 0.7726 0.7726 0.7690
R1 0.7703 0.7703 0.7685 0.7715
PP 0.7665 0.7665 0.7665 0.7671
S1 0.7642 0.7642 0.7673 0.7654
S2 0.7604 0.7604 0.7668
S3 0.7543 0.7581 0.7662
S4 0.7482 0.7520 0.7645
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7906 0.7869 0.7689
R3 0.7807 0.7770 0.7662
R2 0.7708 0.7708 0.7653
R1 0.7671 0.7671 0.7644 0.7689
PP 0.7609 0.7609 0.7609 0.7618
S1 0.7572 0.7572 0.7625 0.7591
S2 0.7510 0.7510 0.7616
S3 0.7411 0.7473 0.7607
S4 0.7312 0.7374 0.7580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7689 0.7547 0.0142 1.9% 0.0056 0.7% 93% True False 200
10 0.7689 0.7547 0.0142 1.9% 0.0047 0.6% 93% True False 178
20 0.7689 0.7500 0.0189 2.5% 0.0044 0.6% 95% True False 136
40 0.7831 0.7500 0.0331 4.3% 0.0046 0.6% 54% False False 179
60 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 47% False False 173
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 35% False False 157
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 35% False False 144
120 0.8162 0.7500 0.0662 8.6% 0.0041 0.5% 27% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7948
2.618 0.7849
1.618 0.7788
1.000 0.7750
0.618 0.7727
HIGH 0.7689
0.618 0.7666
0.500 0.7659
0.382 0.7651
LOW 0.7628
0.618 0.7590
1.000 0.7567
1.618 0.7529
2.618 0.7468
4.250 0.7369
Fisher Pivots for day following 25-Jul-2018
Pivot 1 day 3 day
R1 0.7672 0.7668
PP 0.7665 0.7657
S1 0.7659 0.7646

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

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