CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 02-Aug-2018
Day Change Summary
Previous Current
01-Aug-2018 02-Aug-2018 Change Change % Previous Week
Open 0.7702 0.7711 0.0009 0.1% 0.7641
High 0.7724 0.7711 -0.0013 -0.2% 0.7692
Low 0.7692 0.7688 -0.0004 -0.1% 0.7603
Close 0.7715 0.7696 -0.0019 -0.2% 0.7672
Range 0.0032 0.0023 -0.0009 -28.1% 0.0089
ATR 0.0043 0.0042 -0.0001 -2.8% 0.0000
Volume 194 153 -41 -21.1% 775
Daily Pivots for day following 02-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7767 0.7755 0.7709
R3 0.7744 0.7732 0.7702
R2 0.7721 0.7721 0.7700
R1 0.7709 0.7709 0.7698 0.7704
PP 0.7698 0.7698 0.7698 0.7696
S1 0.7686 0.7686 0.7694 0.7681
S2 0.7675 0.7675 0.7692
S3 0.7652 0.7663 0.7690
S4 0.7629 0.7640 0.7683
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% 0.0032 0.4% 55% False False 178
10 0.7724 0.7547 0.0178 2.3% 0.0040 0.5% 84% False False 185
20 0.7724 0.7547 0.0178 2.3% 0.0041 0.5% 84% False False 160
40 0.7766 0.7500 0.0266 3.5% 0.0041 0.5% 74% False False 170
60 0.7880 0.7500 0.0380 4.9% 0.0044 0.6% 52% False False 176
80 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 38% False False 160
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 38% False False 151
120 0.8051 0.7500 0.0551 7.2% 0.0041 0.5% 36% False False 139
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7809
2.618 0.7771
1.618 0.7748
1.000 0.7734
0.618 0.7725
HIGH 0.7711
0.618 0.7702
0.500 0.7700
0.382 0.7697
LOW 0.7688
0.618 0.7674
1.000 0.7665
1.618 0.7651
2.618 0.7628
4.250 0.7590
Fisher Pivots for day following 02-Aug-2018
Pivot 1 day 3 day
R1 0.7700 0.7695
PP 0.7698 0.7694
S1 0.7697 0.7693

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

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