CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 0.7725 0.7730 0.0005 0.1% 0.7558
High 0.7742 0.7731 -0.0011 -0.1% 0.7742
Low 0.7711 0.7704 -0.0007 -0.1% 0.7558
Close 0.7732 0.7710 -0.0022 -0.3% 0.7732
Range 0.0031 0.0027 -0.0005 -14.5% 0.0184
ATR 0.0047 0.0046 -0.0001 -3.0% 0.0000
Volume 320 139 -181 -56.6% 1,761
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7794 0.7778 0.7724
R3 0.7768 0.7752 0.7717
R2 0.7741 0.7741 0.7714
R1 0.7725 0.7725 0.7712 0.7720
PP 0.7715 0.7715 0.7715 0.7712
S1 0.7699 0.7699 0.7707 0.7694
S2 0.7688 0.7688 0.7705
S3 0.7662 0.7672 0.7702
S4 0.7635 0.7646 0.7695
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 0.7564 0.0178 2.3% 0.0051 0.7% 82% False False 347
10 0.7742 0.7514 0.0228 3.0% 0.0050 0.6% 86% False False 360
20 0.7742 0.7422 0.0320 4.2% 0.0048 0.6% 90% False False 350
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 0.0010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7800
1.618 0.7773
1.000 0.7757
0.618 0.7747
HIGH 0.7731
0.618 0.7720
0.500 0.7717
0.382 0.7714
LOW 0.7704
0.618 0.7688
1.000 0.7678
1.618 0.7661
2.618 0.7635
4.250 0.7591
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 0.7717 0.7714
PP 0.7715 0.7713
S1 0.7712 0.7711

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

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