CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 0.7683 0.7691 0.0008 0.1% 0.7620
High 0.7697 0.7713 0.0016 0.2% 0.7677
Low 0.7675 0.7684 0.0010 0.1% 0.7606
Close 0.7680 0.7703 0.0023 0.3% 0.7677
Range 0.0023 0.0029 0.0006 28.9% 0.0071
ATR 0.0044 0.0043 -0.0001 -1.7% 0.0000
Volume 241 497 256 106.2% 990
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7787 0.7774 0.7718
R3 0.7758 0.7745 0.7710
R2 0.7729 0.7729 0.7708
R1 0.7716 0.7716 0.7705 0.7722
PP 0.7700 0.7700 0.7700 0.7703
S1 0.7687 0.7687 0.7700 0.7693
S2 0.7671 0.7671 0.7697
S3 0.7642 0.7658 0.7695
S4 0.7613 0.7629 0.7687
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 0.7713 0.7609 0.0104 1.4% 0.0036 0.5% 90% True False 292
10 0.7713 0.7606 0.0107 1.4% 0.0042 0.5% 90% True False 238
20 0.7730 0.7606 0.0124 1.6% 0.0039 0.5% 78% False False 206
40 0.7730 0.7500 0.0230 3.0% 0.0041 0.5% 88% False False 171
60 0.7831 0.7500 0.0331 4.3% 0.0044 0.6% 61% False False 188
80 0.7880 0.7500 0.0380 4.9% 0.0043 0.6% 53% False False 181
100 0.8014 0.7500 0.0514 6.7% 0.0042 0.6% 39% False False 167
120 0.8014 0.7500 0.0514 6.7% 0.0041 0.5% 39% False False 154
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7836
2.618 0.7789
1.618 0.7760
1.000 0.7742
0.618 0.7731
HIGH 0.7713
0.618 0.7702
0.500 0.7699
0.382 0.7695
LOW 0.7684
0.618 0.7666
1.000 0.7655
1.618 0.7637
2.618 0.7608
4.250 0.7561
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 0.7701 0.7696
PP 0.7700 0.7690
S1 0.7699 0.7684

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

View Archives - Comment on this page... - Back to Index of Symbols