CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 0.7731 0.7749 0.0018 0.2% 0.7675
High 0.7774 0.7763 -0.0011 -0.1% 0.7713
Low 0.7721 0.7730 0.0010 0.1% 0.7648
Close 0.7749 0.7758 0.0009 0.1% 0.7690
Range 0.0054 0.0033 -0.0021 -38.3% 0.0065
ATR 0.0047 0.0046 -0.0001 -2.1% 0.0000
Volume 1,106 613 -493 -44.6% 2,251
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7849 0.7836 0.7776
R3 0.7816 0.7803 0.7767
R2 0.7783 0.7783 0.7764
R1 0.7770 0.7770 0.7761 0.7777
PP 0.7750 0.7750 0.7750 0.7753
S1 0.7737 0.7737 0.7754 0.7744
S2 0.7717 0.7717 0.7751
S3 0.7684 0.7704 0.7748
S4 0.7651 0.7671 0.7739
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 0.7774 0.7648 0.0127 1.6% 0.0053 0.7% 87% False False 764
10 0.7774 0.7609 0.0165 2.1% 0.0044 0.6% 90% False False 528
20 0.7774 0.7606 0.0168 2.2% 0.0044 0.6% 90% False False 353
40 0.7774 0.7547 0.0228 2.9% 0.0042 0.5% 93% False False 254
60 0.7805 0.7500 0.0306 3.9% 0.0043 0.5% 84% False False 235
80 0.7880 0.7500 0.0380 4.9% 0.0045 0.6% 68% False False 221
100 0.8014 0.7500 0.0514 6.6% 0.0043 0.6% 50% False False 198
120 0.8014 0.7500 0.0514 6.6% 0.0042 0.5% 50% False False 184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7903
2.618 0.7849
1.618 0.7816
1.000 0.7796
0.618 0.7783
HIGH 0.7763
0.618 0.7750
0.500 0.7747
0.382 0.7743
LOW 0.7730
0.618 0.7710
1.000 0.7697
1.618 0.7677
2.618 0.7644
4.250 0.7590
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 0.7754 0.7745
PP 0.7750 0.7733
S1 0.7747 0.7721

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

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