CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 0.7692 0.7725 0.0033 0.4% 0.7558
High 0.7719 0.7742 0.0023 0.3% 0.7742
Low 0.7687 0.7711 0.0024 0.3% 0.7558
Close 0.7706 0.7732 0.0026 0.3% 0.7732
Range 0.0033 0.0031 -0.0001 -4.6% 0.0184
ATR 0.0048 0.0047 -0.0001 -1.9% 0.0000
Volume 63 320 257 407.9% 1,761
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7821 0.7807 0.7749
R3 0.7790 0.7776 0.7740
R2 0.7759 0.7759 0.7737
R1 0.7745 0.7745 0.7734 0.7752
PP 0.7728 0.7728 0.7728 0.7731
S1 0.7714 0.7714 0.7729 0.7721
S2 0.7697 0.7697 0.7726
S3 0.7666 0.7683 0.7723
S4 0.7635 0.7652 0.7714
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8228 0.8163 0.7832
R3 0.8044 0.7980 0.7782
R2 0.7861 0.7861 0.7765
R1 0.7796 0.7796 0.7748 0.7828
PP 0.7677 0.7677 0.7677 0.7693
S1 0.7613 0.7613 0.7715 0.7645
S2 0.7493 0.7493 0.7698
S3 0.7310 0.7429 0.7681
S4 0.7126 0.7245 0.7631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7742 0.7558 0.0184 2.4% 0.0052 0.7% 95% True False 352
10 0.7742 0.7514 0.0228 2.9% 0.0050 0.6% 96% True False 355
20 0.7742 0.7422 0.0320 4.1% 0.0047 0.6% 97% True False 345
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7823
1.618 0.7792
1.000 0.7773
0.618 0.7761
HIGH 0.7742
0.618 0.7730
0.500 0.7726
0.382 0.7722
LOW 0.7711
0.618 0.7691
1.000 0.7679
1.618 0.7660
2.618 0.7629
4.250 0.7579
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 0.7730 0.7711
PP 0.7728 0.7691
S1 0.7726 0.7670

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

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