CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 07-Nov-2018
Day Change Summary
Previous Current
06-Nov-2018 07-Nov-2018 Change Change % Previous Week
Open 0.7634 0.7623 -0.0011 -0.1% 0.7642
High 0.7635 0.7665 0.0030 0.4% 0.7669
Low 0.7613 0.7605 -0.0008 -0.1% 0.7599
Close 0.7616 0.7639 0.0024 0.3% 0.7631
Range 0.0022 0.0060 0.0038 172.7% 0.0071
ATR 0.0044 0.0045 0.0001 2.7% 0.0000
Volume 43,537 70,048 26,511 60.9% 357,666
Daily Pivots for day following 07-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7816 0.7787 0.7672
R3 0.7756 0.7727 0.7655
R2 0.7696 0.7696 0.7650
R1 0.7667 0.7667 0.7644 0.7682
PP 0.7636 0.7636 0.7636 0.7643
S1 0.7608 0.7608 0.7634 0.7622
S2 0.7576 0.7576 0.7628
S3 0.7516 0.7548 0.7623
S4 0.7456 0.7488 0.7606
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7844 0.7808 0.7670
R3 0.7774 0.7738 0.7650
R2 0.7703 0.7703 0.7644
R1 0.7667 0.7667 0.7637 0.7650
PP 0.7633 0.7633 0.7633 0.7624
S1 0.7597 0.7597 0.7625 0.7579
S2 0.7562 0.7562 0.7618
S3 0.7492 0.7526 0.7612
S4 0.7421 0.7456 0.7592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7669 0.7600 0.0070 0.9% 0.0042 0.5% 57% False False 65,000
10 0.7690 0.7599 0.0092 1.2% 0.0041 0.5% 44% False False 69,683
20 0.7751 0.7599 0.0152 2.0% 0.0044 0.6% 27% False False 72,096
40 0.7836 0.7599 0.0237 3.1% 0.0044 0.6% 17% False False 68,981
60 0.7836 0.7575 0.0260 3.4% 0.0046 0.6% 25% False False 48,258
80 0.7836 0.7547 0.0289 3.8% 0.0046 0.6% 32% False False 36,236
100 0.7836 0.7500 0.0336 4.4% 0.0044 0.6% 42% False False 29,015
120 0.7880 0.7500 0.0380 5.0% 0.0045 0.6% 37% False False 24,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7919
2.618 0.7822
1.618 0.7762
1.000 0.7724
0.618 0.7702
HIGH 0.7665
0.618 0.7642
0.500 0.7635
0.382 0.7627
LOW 0.7605
0.618 0.7567
1.000 0.7545
1.618 0.7507
2.618 0.7447
4.250 0.7350
Fisher Pivots for day following 07-Nov-2018
Pivot 1 day 3 day
R1 0.7638 0.7638
PP 0.7636 0.7636
S1 0.7635 0.7635

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

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