CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 0.7700 0.7658 -0.0042 -0.6% 0.7675
High 0.7708 0.7699 -0.0009 -0.1% 0.7713
Low 0.7650 0.7648 -0.0002 0.0% 0.7648
Close 0.7653 0.7690 0.0037 0.5% 0.7690
Range 0.0058 0.0052 -0.0007 -11.2% 0.0065
ATR 0.0044 0.0044 0.0001 1.2% 0.0000
Volume 453 755 302 66.7% 2,251
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7833 0.7813 0.7718
R3 0.7782 0.7762 0.7704
R2 0.7730 0.7730 0.7699
R1 0.7710 0.7710 0.7695 0.7720
PP 0.7679 0.7679 0.7679 0.7684
S1 0.7659 0.7659 0.7685 0.7669
S2 0.7627 0.7627 0.7681
S3 0.7576 0.7607 0.7676
S4 0.7524 0.7556 0.7662
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7880 0.7850 0.7726
R3 0.7814 0.7785 0.7708
R2 0.7749 0.7749 0.7702
R1 0.7720 0.7720 0.7696 0.7734
PP 0.7684 0.7684 0.7684 0.7691
S1 0.7654 0.7654 0.7684 0.7669
S2 0.7618 0.7618 0.7678
S3 0.7553 0.7589 0.7672
S4 0.7487 0.7523 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7713 0.7648 0.0065 0.9% 0.0038 0.5% 65% False True 450
10 0.7713 0.7606 0.0107 1.4% 0.0043 0.6% 79% False False 324
20 0.7730 0.7606 0.0124 1.6% 0.0043 0.6% 68% False False 255
40 0.7730 0.7547 0.0184 2.4% 0.0041 0.5% 78% False False 196
60 0.7805 0.7500 0.0306 4.0% 0.0042 0.5% 62% False False 194
80 0.7880 0.7500 0.0380 4.9% 0.0044 0.6% 50% False False 191
100 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 37% False False 173
120 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 37% False False 164
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7918
2.618 0.7834
1.618 0.7782
1.000 0.7751
0.618 0.7731
HIGH 0.7699
0.618 0.7679
0.500 0.7673
0.382 0.7667
LOW 0.7648
0.618 0.7616
1.000 0.7596
1.618 0.7564
2.618 0.7513
4.250 0.7429
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 0.7684 0.7687
PP 0.7679 0.7684
S1 0.7673 0.7680

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

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