CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 0.7543 0.7490 -0.0053 -0.7% 0.7566
High 0.7547 0.7490 -0.0058 -0.8% 0.7586
Low 0.7465 0.7439 -0.0026 -0.3% 0.7488
Close 0.7473 0.7468 -0.0005 -0.1% 0.7527
Range 0.0083 0.0051 -0.0032 -38.8% 0.0099
ATR 0.0052 0.0052 0.0000 -0.2% 0.0000
Volume 96,126 115,618 19,492 20.3% 391,707
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7617 0.7593 0.7495
R3 0.7566 0.7542 0.7481
R2 0.7516 0.7516 0.7477
R1 0.7492 0.7492 0.7472 0.7479
PP 0.7465 0.7465 0.7465 0.7459
S1 0.7441 0.7441 0.7463 0.7428
S2 0.7415 0.7415 0.7458
S3 0.7364 0.7391 0.7454
S4 0.7314 0.7340 0.7440
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.7829 0.7776 0.7581
R3 0.7730 0.7678 0.7554
R2 0.7632 0.7632 0.7545
R1 0.7579 0.7579 0.7536 0.7556
PP 0.7533 0.7533 0.7533 0.7522
S1 0.7481 0.7481 0.7517 0.7458
S2 0.7435 0.7435 0.7508
S3 0.7336 0.7382 0.7499
S4 0.7238 0.7284 0.7472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7601 0.7439 0.0162 2.2% 0.0059 0.8% 18% False True 99,121
10 0.7601 0.7439 0.0162 2.2% 0.0053 0.7% 18% False True 88,463
20 0.7646 0.7439 0.0206 2.8% 0.0050 0.7% 14% False True 80,178
40 0.7751 0.7439 0.0311 4.2% 0.0047 0.6% 9% False True 76,137
60 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 7% False True 72,713
80 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 7% False True 56,238
100 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 7% False True 45,025
120 0.7836 0.7439 0.0396 5.3% 0.0045 0.6% 7% False True 37,542
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7622
1.618 0.7571
1.000 0.7540
0.618 0.7521
HIGH 0.7490
0.618 0.7470
0.500 0.7464
0.382 0.7458
LOW 0.7439
0.618 0.7408
1.000 0.7389
1.618 0.7357
2.618 0.7307
4.250 0.7224
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 0.7466 0.7519
PP 0.7465 0.7502
S1 0.7464 0.7485

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

View Archives - Comment on this page... - Back to Index of Symbols