CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 0.7702 0.7721 0.0019 0.2% 0.7672
High 0.7711 0.7730 0.0020 0.3% 0.7725
Low 0.7690 0.7666 -0.0025 -0.3% 0.7662
Close 0.7707 0.7670 -0.0037 -0.5% 0.7722
Range 0.0020 0.0065 0.0044 214.7% 0.0063
ATR 0.0041 0.0043 0.0002 4.0% 0.0000
Volume 84 354 270 321.4% 990
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7882 0.7841 0.7705
R3 0.7818 0.7776 0.7688
R2 0.7753 0.7753 0.7682
R1 0.7712 0.7712 0.7676 0.7700
PP 0.7689 0.7689 0.7689 0.7683
S1 0.7647 0.7647 0.7664 0.7635
S2 0.7624 0.7624 0.7658
S3 0.7559 0.7582 0.7652
S4 0.7495 0.7518 0.7635
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 0.7730 0.7666 0.0065 0.8% 0.0036 0.5% 7% True True 194
10 0.7730 0.7628 0.0102 1.3% 0.0037 0.5% 41% True False 187
20 0.7730 0.7547 0.0184 2.4% 0.0043 0.6% 67% True False 185
40 0.7750 0.7500 0.0250 3.3% 0.0041 0.5% 68% False False 170
60 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 45% False False 183
80 0.8014 0.7500 0.0514 6.7% 0.0042 0.6% 33% False False 166
100 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 33% False False 149
120 0.8051 0.7500 0.0551 7.2% 0.0041 0.5% 31% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8004
2.618 0.7899
1.618 0.7834
1.000 0.7795
0.618 0.7770
HIGH 0.7730
0.618 0.7705
0.500 0.7698
0.382 0.7690
LOW 0.7666
0.618 0.7626
1.000 0.7601
1.618 0.7561
2.618 0.7497
4.250 0.7391
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 0.7698 0.7698
PP 0.7689 0.7689
S1 0.7679 0.7679

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

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