CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 0.7620 0.7633 0.0013 0.2% 0.7702
High 0.7647 0.7673 0.0027 0.3% 0.7730
Low 0.7610 0.7633 0.0023 0.3% 0.7620
Close 0.7624 0.7659 0.0035 0.5% 0.7628
Range 0.0037 0.0040 0.0004 9.6% 0.0110
ATR 0.0044 0.0044 0.0000 0.9% 0.0000
Volume 119 135 16 13.4% 878
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7775 0.7757 0.7681
R3 0.7735 0.7717 0.7670
R2 0.7695 0.7695 0.7666
R1 0.7677 0.7677 0.7662 0.7686
PP 0.7655 0.7655 0.7655 0.7659
S1 0.7637 0.7637 0.7655 0.7646
S2 0.7615 0.7615 0.7651
S3 0.7575 0.7597 0.7648
S4 0.7535 0.7557 0.7637
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7989 0.7918 0.7688
R3 0.7879 0.7808 0.7658
R2 0.7769 0.7769 0.7648
R1 0.7698 0.7698 0.7638 0.7679
PP 0.7659 0.7659 0.7659 0.7649
S1 0.7588 0.7588 0.7617 0.7569
S2 0.7549 0.7549 0.7607
S3 0.7439 0.7478 0.7597
S4 0.7329 0.7368 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7703 0.7610 0.0093 1.2% 0.0045 0.6% 52% False False 138
10 0.7730 0.7610 0.0120 1.6% 0.0040 0.5% 40% False False 166
20 0.7730 0.7547 0.0184 2.4% 0.0043 0.6% 61% False False 171
40 0.7730 0.7500 0.0231 3.0% 0.0040 0.5% 69% False False 150
60 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 42% False False 181
80 0.7880 0.7500 0.0380 5.0% 0.0043 0.6% 42% False False 167
100 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 31% False False 152
120 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 31% False False 143
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7778
1.618 0.7738
1.000 0.7713
0.618 0.7698
HIGH 0.7673
0.618 0.7658
0.500 0.7653
0.382 0.7648
LOW 0.7633
0.618 0.7608
1.000 0.7593
1.618 0.7568
2.618 0.7528
4.250 0.7463
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 0.7657 0.7654
PP 0.7655 0.7650
S1 0.7653 0.7646

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

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