CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 0.7761 0.7717 -0.0044 -0.6% 0.7697
High 0.7763 0.7720 -0.0043 -0.6% 0.7774
Low 0.7707 0.7656 -0.0051 -0.7% 0.7656
Close 0.7714 0.7678 -0.0037 -0.5% 0.7678
Range 0.0056 0.0064 0.0008 13.4% 0.0118
ATR 0.0046 0.0048 0.0001 2.6% 0.0000
Volume 555 1,612 1,057 190.5% 4,783
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.7875 0.7840 0.7712
R3 0.7811 0.7776 0.7695
R2 0.7748 0.7748 0.7689
R1 0.7713 0.7713 0.7683 0.7699
PP 0.7684 0.7684 0.7684 0.7677
S1 0.7649 0.7649 0.7672 0.7635
S2 0.7621 0.7621 0.7666
S3 0.7557 0.7586 0.7660
S4 0.7494 0.7522 0.7643
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.8057 0.7985 0.7742
R3 0.7939 0.7867 0.7710
R2 0.7821 0.7821 0.7699
R1 0.7749 0.7749 0.7688 0.7726
PP 0.7703 0.7703 0.7703 0.7691
S1 0.7631 0.7631 0.7667 0.7608
S2 0.7584 0.7584 0.7656
S3 0.7466 0.7513 0.7645
S4 0.7348 0.7395 0.7613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7774 0.7656 0.0118 1.5% 0.0055 0.7% 18% False True 956
10 0.7774 0.7648 0.0127 1.6% 0.0046 0.6% 24% False False 703
20 0.7774 0.7606 0.0168 2.2% 0.0047 0.6% 43% False False 445
40 0.7774 0.7547 0.0228 3.0% 0.0044 0.6% 58% False False 306
60 0.7774 0.7500 0.0275 3.6% 0.0043 0.6% 65% False False 261
80 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 47% False False 244
100 0.8014 0.7500 0.0514 6.7% 0.0043 0.6% 35% False False 218
120 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 35% False False 200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7886
1.618 0.7822
1.000 0.7783
0.618 0.7759
HIGH 0.7720
0.618 0.7695
0.500 0.7688
0.382 0.7680
LOW 0.7656
0.618 0.7617
1.000 0.7592
1.618 0.7553
2.618 0.7490
4.250 0.7386
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 0.7688 0.7710
PP 0.7684 0.7699
S1 0.7681 0.7688

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

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