CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 0.7730 0.7709 -0.0021 -0.3% 0.7558
High 0.7731 0.7760 0.0029 0.4% 0.7742
Low 0.7704 0.7701 -0.0003 0.0% 0.7558
Close 0.7710 0.7725 0.0016 0.2% 0.7732
Range 0.0027 0.0059 0.0032 120.8% 0.0184
ATR 0.0046 0.0047 0.0001 2.0% 0.0000
Volume 139 1,089 950 683.5% 1,761
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7904 0.7873 0.7757
R3 0.7846 0.7815 0.7741
R2 0.7787 0.7787 0.7736
R1 0.7756 0.7756 0.7730 0.7772
PP 0.7729 0.7729 0.7729 0.7736
S1 0.7697 0.7697 0.7720 0.7713
S2 0.7670 0.7670 0.7714
S3 0.7611 0.7639 0.7709
S4 0.7553 0.7580 0.7693
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 0.7760 0.7599 0.0161 2.1% 0.0050 0.7% 79% True False 444
10 0.7760 0.7514 0.0246 3.2% 0.0051 0.7% 86% True False 425
20 0.7760 0.7422 0.0338 4.4% 0.0049 0.6% 90% True False 400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8008
2.618 0.7913
1.618 0.7854
1.000 0.7818
0.618 0.7796
HIGH 0.7760
0.618 0.7737
0.500 0.7730
0.382 0.7723
LOW 0.7701
0.618 0.7665
1.000 0.7642
1.618 0.7606
2.618 0.7548
4.250 0.7452
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 0.7730 0.7730
PP 0.7729 0.7729
S1 0.7727 0.7727

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

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