CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 30-Oct-2018
Day Change Summary
Previous Current
29-Oct-2018 30-Oct-2018 Change Change % Previous Week
Open 0.7642 0.7621 -0.0021 -0.3% 0.7636
High 0.7650 0.7639 -0.0011 -0.1% 0.7718
Low 0.7611 0.7612 0.0001 0.0% 0.7604
Close 0.7625 0.7622 -0.0003 0.0% 0.7646
Range 0.0039 0.0027 -0.0012 -30.8% 0.0114
ATR 0.0049 0.0047 -0.0002 -3.2% 0.0000
Volume 53,337 56,658 3,321 6.2% 430,029
Daily Pivots for day following 30-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7705 0.7690 0.7636
R3 0.7678 0.7663 0.7629
R2 0.7651 0.7651 0.7626
R1 0.7636 0.7636 0.7624 0.7644
PP 0.7624 0.7624 0.7624 0.7628
S1 0.7609 0.7609 0.7619 0.7617
S2 0.7597 0.7597 0.7617
S3 0.7570 0.7582 0.7614
S4 0.7543 0.7555 0.7607
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.7998 0.7936 0.7708
R3 0.7884 0.7822 0.7677
R2 0.7770 0.7770 0.7666
R1 0.7708 0.7708 0.7656 0.7739
PP 0.7656 0.7656 0.7656 0.7671
S1 0.7594 0.7594 0.7635 0.7625
S2 0.7542 0.7542 0.7625
S3 0.7428 0.7480 0.7614
S4 0.7314 0.7366 0.7583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7718 0.7604 0.0114 1.5% 0.0050 0.7% 15% False False 84,121
10 0.7741 0.7604 0.0137 1.8% 0.0046 0.6% 13% False False 75,831
20 0.7820 0.7604 0.0216 2.8% 0.0047 0.6% 8% False False 69,679
40 0.7836 0.7575 0.0260 3.4% 0.0045 0.6% 18% False False 61,933
60 0.7836 0.7575 0.0260 3.4% 0.0047 0.6% 18% False False 41,474
80 0.7836 0.7547 0.0289 3.8% 0.0046 0.6% 26% False False 31,148
100 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 36% False False 24,951
120 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 32% False False 20,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7710
1.618 0.7683
1.000 0.7666
0.618 0.7656
HIGH 0.7639
0.618 0.7629
0.500 0.7626
0.382 0.7622
LOW 0.7612
0.618 0.7595
1.000 0.7585
1.618 0.7568
2.618 0.7541
4.250 0.7497
Fisher Pivots for day following 30-Oct-2018
Pivot 1 day 3 day
R1 0.7626 0.7631
PP 0.7624 0.7628
S1 0.7623 0.7625

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.