CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 0.7469 0.7491 0.0022 0.3% 0.7544
High 0.7507 0.7498 -0.0009 -0.1% 0.7601
Low 0.7468 0.7473 0.0005 0.1% 0.7439
Close 0.7491 0.7488 -0.0003 0.0% 0.7530
Range 0.0040 0.0026 -0.0014 -35.4% 0.0162
ATR 0.0053 0.0051 -0.0002 -3.7% 0.0000
Volume 119,794 103,551 -16,243 -13.6% 528,126
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7563 0.7551 0.7502
R3 0.7537 0.7525 0.7495
R2 0.7512 0.7512 0.7493
R1 0.7500 0.7500 0.7490 0.7493
PP 0.7486 0.7486 0.7486 0.7483
S1 0.7474 0.7474 0.7486 0.7468
S2 0.7461 0.7461 0.7483
S3 0.7435 0.7449 0.7481
S4 0.7410 0.7423 0.7474
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.8009 0.7931 0.7619
R3 0.7847 0.7769 0.7574
R2 0.7685 0.7685 0.7559
R1 0.7607 0.7607 0.7544 0.7565
PP 0.7523 0.7523 0.7523 0.7502
S1 0.7445 0.7445 0.7515 0.7403
S2 0.7361 0.7361 0.7500
S3 0.7199 0.7283 0.7485
S4 0.7037 0.7121 0.7440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7547 0.7450 0.0097 1.3% 0.0049 0.7% 39% False False 105,476
10 0.7601 0.7439 0.0162 2.2% 0.0054 0.7% 30% False False 102,299
20 0.7622 0.7439 0.0183 2.4% 0.0052 0.7% 27% False False 89,280
40 0.7718 0.7439 0.0279 3.7% 0.0048 0.6% 18% False False 80,837
60 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 12% False False 76,461
80 0.7836 0.7439 0.0396 5.3% 0.0048 0.6% 12% False False 62,814
100 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 12% False False 50,290
120 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 12% False False 41,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7606
2.618 0.7565
1.618 0.7539
1.000 0.7524
0.618 0.7514
HIGH 0.7498
0.618 0.7488
0.500 0.7485
0.382 0.7482
LOW 0.7473
0.618 0.7457
1.000 0.7447
1.618 0.7431
2.618 0.7406
4.250 0.7364
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 0.7487 0.7485
PP 0.7486 0.7482
S1 0.7485 0.7479

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

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