CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 0.7491 0.7490 -0.0001 0.0% 0.7505
High 0.7498 0.7492 -0.0006 -0.1% 0.7524
Low 0.7473 0.7462 -0.0011 -0.1% 0.7450
Close 0.7488 0.7478 -0.0011 -0.1% 0.7478
Range 0.0026 0.0030 0.0005 17.6% 0.0074
ATR 0.0051 0.0049 -0.0001 -2.9% 0.0000
Volume 103,551 37,761 -65,790 -63.5% 447,213
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7567 0.7552 0.7494
R3 0.7537 0.7522 0.7486
R2 0.7507 0.7507 0.7483
R1 0.7492 0.7492 0.7480 0.7485
PP 0.7477 0.7477 0.7477 0.7473
S1 0.7462 0.7462 0.7475 0.7455
S2 0.7447 0.7447 0.7472
S3 0.7417 0.7432 0.7469
S4 0.7387 0.7402 0.7461
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.7706 0.7666 0.7518
R3 0.7632 0.7592 0.7498
R2 0.7558 0.7558 0.7491
R1 0.7518 0.7518 0.7484 0.7501
PP 0.7484 0.7484 0.7484 0.7475
S1 0.7444 0.7444 0.7471 0.7427
S2 0.7410 0.7410 0.7464
S3 0.7336 0.7370 0.7457
S4 0.7262 0.7296 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7524 0.7450 0.0074 1.0% 0.0038 0.5% 37% False False 89,442
10 0.7601 0.7439 0.0162 2.2% 0.0053 0.7% 24% False False 97,533
20 0.7622 0.7439 0.0183 2.4% 0.0051 0.7% 21% False False 87,476
40 0.7718 0.7439 0.0279 3.7% 0.0047 0.6% 14% False False 80,120
60 0.7836 0.7439 0.0396 5.3% 0.0047 0.6% 10% False False 75,910
80 0.7836 0.7439 0.0396 5.3% 0.0048 0.6% 10% False False 63,280
100 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 10% False False 50,665
120 0.7836 0.7439 0.0396 5.3% 0.0046 0.6% 10% False False 42,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7571
1.618 0.7541
1.000 0.7522
0.618 0.7511
HIGH 0.7492
0.618 0.7481
0.500 0.7477
0.382 0.7473
LOW 0.7462
0.618 0.7443
1.000 0.7432
1.618 0.7413
2.618 0.7383
4.250 0.7335
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 0.7477 0.7485
PP 0.7477 0.7482
S1 0.7477 0.7480

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

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