CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 0.7566 0.7548 -0.0018 -0.2% 0.7607
High 0.7586 0.7558 -0.0028 -0.4% 0.7613
Low 0.7544 0.7505 -0.0039 -0.5% 0.7512
Close 0.7556 0.7522 -0.0033 -0.4% 0.7578
Range 0.0043 0.0053 0.0011 24.7% 0.0101
ATR 0.0046 0.0047 0.0000 1.0% 0.0000
Volume 49,602 64,953 15,351 30.9% 299,846
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7687 0.7658 0.7551
R3 0.7634 0.7605 0.7537
R2 0.7581 0.7581 0.7532
R1 0.7552 0.7552 0.7527 0.7540
PP 0.7528 0.7528 0.7528 0.7523
S1 0.7499 0.7499 0.7517 0.7487
S2 0.7475 0.7475 0.7512
S3 0.7422 0.7446 0.7507
S4 0.7369 0.7393 0.7493
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7872 0.7826 0.7633
R3 0.7770 0.7725 0.7605
R2 0.7669 0.7669 0.7596
R1 0.7623 0.7623 0.7587 0.7595
PP 0.7567 0.7567 0.7567 0.7553
S1 0.7522 0.7522 0.7568 0.7494
S2 0.7466 0.7466 0.7559
S3 0.7364 0.7420 0.7550
S4 0.7263 0.7319 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7605 0.7505 0.0100 1.3% 0.0057 0.8% 17% False True 72,139
10 0.7622 0.7505 0.0117 1.6% 0.0047 0.6% 15% False True 72,509
20 0.7669 0.7505 0.0164 2.2% 0.0044 0.6% 10% False True 69,050
40 0.7825 0.7505 0.0320 4.2% 0.0045 0.6% 5% False True 69,688
60 0.7836 0.7505 0.0331 4.4% 0.0046 0.6% 5% False True 63,399
80 0.7836 0.7505 0.0331 4.4% 0.0046 0.6% 5% False True 47,661
100 0.7836 0.7505 0.0331 4.4% 0.0045 0.6% 5% False True 38,162
120 0.7836 0.7500 0.0336 4.5% 0.0045 0.6% 7% False False 31,830
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 0.7783
2.618 0.7697
1.618 0.7644
1.000 0.7611
0.618 0.7591
HIGH 0.7558
0.618 0.7538
0.500 0.7532
0.382 0.7525
LOW 0.7505
0.618 0.7472
1.000 0.7452
1.618 0.7419
2.618 0.7366
4.250 0.7280
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 0.7532 0.7547
PP 0.7528 0.7539
S1 0.7525 0.7530

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

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