CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 0.7732 0.7715 -0.0018 -0.2% 0.7730
High 0.7753 0.7792 0.0039 0.5% 0.7792
Low 0.7719 0.7712 -0.0006 -0.1% 0.7701
Close 0.7732 0.7779 0.0047 0.6% 0.7779
Range 0.0035 0.0080 0.0046 131.9% 0.0091
ATR 0.0046 0.0048 0.0002 5.3% 0.0000
Volume 95 292 197 207.4% 1,615
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8001 0.7970 0.7823
R3 0.7921 0.7890 0.7801
R2 0.7841 0.7841 0.7794
R1 0.7810 0.7810 0.7786 0.7826
PP 0.7761 0.7761 0.7761 0.7769
S1 0.7730 0.7730 0.7772 0.7746
S2 0.7681 0.7681 0.7764
S3 0.7601 0.7650 0.7757
S4 0.7521 0.7570 0.7735
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8030 0.7996 0.7829
R3 0.7939 0.7905 0.7804
R2 0.7848 0.7848 0.7796
R1 0.7814 0.7814 0.7787 0.7831
PP 0.7757 0.7757 0.7757 0.7766
S1 0.7723 0.7723 0.7771 0.7740
S2 0.7666 0.7666 0.7762
S3 0.7575 0.7632 0.7754
S4 0.7484 0.7541 0.7729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7792 0.7701 0.0091 1.2% 0.0046 0.6% 86% True False 387
10 0.7792 0.7536 0.0256 3.3% 0.0052 0.7% 95% True False 356
20 0.7792 0.7422 0.0371 4.8% 0.0052 0.7% 96% True False 385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.8001
1.618 0.7921
1.000 0.7872
0.618 0.7841
HIGH 0.7792
0.618 0.7761
0.500 0.7752
0.382 0.7743
LOW 0.7712
0.618 0.7663
1.000 0.7632
1.618 0.7583
2.618 0.7503
4.250 0.7372
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 0.7770 0.7768
PP 0.7761 0.7757
S1 0.7752 0.7747

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

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