CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 0.7690 0.7702 0.0012 0.2% 0.7641
High 0.7713 0.7724 0.0012 0.1% 0.7692
Low 0.7662 0.7692 0.0030 0.4% 0.7603
Close 0.7712 0.7715 0.0002 0.0% 0.7672
Range 0.0050 0.0032 -0.0018 -36.6% 0.0089
ATR 0.0044 0.0043 -0.0001 -2.0% 0.0000
Volume 312 194 -118 -37.8% 775
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7806 0.7792 0.7732
R3 0.7774 0.7760 0.7723
R2 0.7742 0.7742 0.7720
R1 0.7728 0.7728 0.7717 0.7735
PP 0.7710 0.7710 0.7710 0.7714
S1 0.7696 0.7696 0.7712 0.7703
S2 0.7678 0.7678 0.7709
S3 0.7646 0.7664 0.7706
S4 0.7614 0.7632 0.7697
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.7923 0.7886 0.7720
R3 0.7834 0.7797 0.7696
R2 0.7745 0.7745 0.7688
R1 0.7708 0.7708 0.7680 0.7726
PP 0.7656 0.7656 0.7656 0.7665
S1 0.7619 0.7619 0.7663 0.7637
S2 0.7567 0.7567 0.7655
S3 0.7478 0.7530 0.7647
S4 0.7389 0.7441 0.7623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7662 0.0062 0.8% 0.0033 0.4% 85% True False 174
10 0.7724 0.7547 0.0178 2.3% 0.0045 0.6% 95% True False 187
20 0.7724 0.7547 0.0178 2.3% 0.0041 0.5% 95% True False 156
40 0.7805 0.7500 0.0306 4.0% 0.0042 0.5% 70% False False 176
60 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 57% False False 177
80 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 42% False False 159
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 42% False False 150
120 0.8051 0.7500 0.0551 7.1% 0.0041 0.5% 39% False False 138
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 False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7808
1.618 0.7776
1.000 0.7756
0.618 0.7744
HIGH 0.7724
0.618 0.7712
0.500 0.7708
0.382 0.7704
LOW 0.7692
0.618 0.7672
1.000 0.7660
1.618 0.7640
2.618 0.7608
4.250 0.7556
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 0.7712 0.7707
PP 0.7710 0.7700
S1 0.7708 0.7693

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

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