CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 0.7615 0.7675 0.0060 0.8% 0.7620
High 0.7677 0.7685 0.0008 0.1% 0.7677
Low 0.7610 0.7655 0.0045 0.6% 0.7606
Close 0.7677 0.7677 0.0001 0.0% 0.7677
Range 0.0067 0.0030 -0.0037 -55.2% 0.0071
ATR 0.0046 0.0045 -0.0001 -2.5% 0.0000
Volume 342 305 -37 -10.8% 990
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7762 0.7750 0.7694
R3 0.7732 0.7720 0.7685
R2 0.7702 0.7702 0.7683
R1 0.7690 0.7690 0.7680 0.7696
PP 0.7672 0.7672 0.7672 0.7676
S1 0.7660 0.7660 0.7674 0.7666
S2 0.7642 0.7642 0.7672
S3 0.7612 0.7630 0.7669
S4 0.7582 0.7600 0.7661
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7866 0.7842 0.7716
R3 0.7795 0.7771 0.7696
R2 0.7724 0.7724 0.7690
R1 0.7700 0.7700 0.7683 0.7712
PP 0.7653 0.7653 0.7653 0.7659
S1 0.7629 0.7629 0.7670 0.7641
S2 0.7582 0.7582 0.7663
S3 0.7511 0.7558 0.7657
S4 0.7440 0.7487 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7685 0.7606 0.0079 1.0% 0.0047 0.6% 90% True False 235
10 0.7730 0.7606 0.0124 1.6% 0.0048 0.6% 57% False False 208
20 0.7730 0.7603 0.0127 1.7% 0.0041 0.5% 58% False False 186
40 0.7730 0.7500 0.0230 3.0% 0.0041 0.5% 77% False False 155
60 0.7831 0.7500 0.0331 4.3% 0.0044 0.6% 54% False False 186
80 0.7880 0.7500 0.0380 5.0% 0.0044 0.6% 47% False False 175
100 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 35% False False 161
120 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 35% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7813
2.618 0.7764
1.618 0.7734
1.000 0.7715
0.618 0.7704
HIGH 0.7685
0.618 0.7674
0.500 0.7670
0.382 0.7666
LOW 0.7655
0.618 0.7636
1.000 0.7625
1.618 0.7606
2.618 0.7576
4.250 0.7528
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 0.7675 0.7667
PP 0.7672 0.7657
S1 0.7670 0.7647

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

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