CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 0.7548 0.7523 -0.0026 -0.3% 0.7607
High 0.7558 0.7555 -0.0003 0.0% 0.7613
Low 0.7505 0.7488 -0.0018 -0.2% 0.7512
Close 0.7522 0.7537 0.0015 0.2% 0.7578
Range 0.0053 0.0067 0.0014 26.4% 0.0101
ATR 0.0047 0.0048 0.0001 3.1% 0.0000
Volume 64,953 102,689 37,736 58.1% 299,846
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7727 0.7699 0.7574
R3 0.7660 0.7632 0.7555
R2 0.7593 0.7593 0.7549
R1 0.7565 0.7565 0.7543 0.7579
PP 0.7526 0.7526 0.7526 0.7533
S1 0.7498 0.7498 0.7531 0.7512
S2 0.7459 0.7459 0.7525
S3 0.7392 0.7431 0.7519
S4 0.7325 0.7364 0.7500
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 0.7589 0.7488 0.0102 1.3% 0.0052 0.7% 49% False True 74,600
10 0.7622 0.7488 0.0135 1.8% 0.0051 0.7% 37% False True 75,766
20 0.7669 0.7488 0.0182 2.4% 0.0046 0.6% 27% False True 71,351
40 0.7820 0.7488 0.0333 4.4% 0.0047 0.6% 15% False True 70,515
60 0.7836 0.7488 0.0348 4.6% 0.0046 0.6% 14% False True 65,072
80 0.7836 0.7488 0.0348 4.6% 0.0047 0.6% 14% False True 48,943
100 0.7836 0.7488 0.0348 4.6% 0.0046 0.6% 14% False True 39,188
120 0.7836 0.7488 0.0348 4.6% 0.0045 0.6% 14% False True 32,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7730
1.618 0.7663
1.000 0.7622
0.618 0.7596
HIGH 0.7555
0.618 0.7529
0.500 0.7521
0.382 0.7513
LOW 0.7488
0.618 0.7446
1.000 0.7420
1.618 0.7379
2.618 0.7312
4.250 0.7203
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 0.7532 0.7537
PP 0.7526 0.7537
S1 0.7521 0.7537

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

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