CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 0.7711 0.7692 -0.0019 -0.2% 0.7672
High 0.7711 0.7725 0.0014 0.2% 0.7725
Low 0.7688 0.7687 -0.0001 0.0% 0.7662
Close 0.7696 0.7722 0.0026 0.3% 0.7722
Range 0.0023 0.0038 0.0015 65.2% 0.0063
ATR 0.0042 0.0042 0.0000 -0.7% 0.0000
Volume 153 185 32 20.9% 990
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7825 0.7811 0.7742
R3 0.7787 0.7773 0.7732
R2 0.7749 0.7749 0.7728
R1 0.7735 0.7735 0.7725 0.7742
PP 0.7711 0.7711 0.7711 0.7715
S1 0.7697 0.7697 0.7718 0.7704
S2 0.7673 0.7673 0.7715
S3 0.7635 0.7659 0.7711
S4 0.7597 0.7621 0.7701
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7892 0.7870 0.7756
R3 0.7829 0.7807 0.7739
R2 0.7766 0.7766 0.7733
R1 0.7744 0.7744 0.7727 0.7755
PP 0.7703 0.7703 0.7703 0.7708
S1 0.7681 0.7681 0.7716 0.7692
S2 0.7640 0.7640 0.7710
S3 0.7577 0.7618 0.7704
S4 0.7514 0.7555 0.7687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7725 0.7662 0.0063 0.8% 0.0038 0.5% 94% True False 198
10 0.7725 0.7603 0.0122 1.6% 0.0035 0.5% 97% True False 176
20 0.7725 0.7547 0.0178 2.3% 0.0041 0.5% 98% True False 168
40 0.7766 0.7500 0.0266 3.4% 0.0041 0.5% 83% False False 169
60 0.7880 0.7500 0.0380 4.9% 0.0044 0.6% 58% False False 177
80 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 43% False False 161
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 43% False False 151
120 0.8051 0.7500 0.0551 7.1% 0.0041 0.5% 40% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.7886
2.618 0.7824
1.618 0.7786
1.000 0.7763
0.618 0.7748
HIGH 0.7725
0.618 0.7710
0.500 0.7706
0.382 0.7702
LOW 0.7687
0.618 0.7664
1.000 0.7649
1.618 0.7626
2.618 0.7588
4.250 0.7526
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 0.7716 0.7716
PP 0.7711 0.7711
S1 0.7706 0.7706

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

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