CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 0.7709 0.7732 0.0023 0.3% 0.7558
High 0.7760 0.7753 -0.0007 -0.1% 0.7742
Low 0.7701 0.7719 0.0018 0.2% 0.7558
Close 0.7725 0.7732 0.0007 0.1% 0.7732
Range 0.0059 0.0035 -0.0024 -41.0% 0.0184
ATR 0.0047 0.0046 -0.0001 -1.9% 0.0000
Volume 1,089 95 -994 -91.3% 1,761
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7838 0.7819 0.7750
R3 0.7803 0.7785 0.7741
R2 0.7769 0.7769 0.7738
R1 0.7750 0.7750 0.7735 0.7742
PP 0.7734 0.7734 0.7734 0.7730
S1 0.7716 0.7716 0.7728 0.7708
S2 0.7700 0.7700 0.7725
S3 0.7665 0.7681 0.7722
S4 0.7631 0.7647 0.7713
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 0.7687 0.0073 0.9% 0.0037 0.5% 62% False False 341
10 0.7760 0.7521 0.0239 3.1% 0.0051 0.7% 88% False False 376
20 0.7760 0.7422 0.0338 4.4% 0.0048 0.6% 92% False False 375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7900
2.618 0.7843
1.618 0.7809
1.000 0.7788
0.618 0.7774
HIGH 0.7753
0.618 0.7740
0.500 0.7736
0.382 0.7732
LOW 0.7719
0.618 0.7697
1.000 0.7684
1.618 0.7663
2.618 0.7628
4.250 0.7572
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 0.7736 0.7731
PP 0.7734 0.7731
S1 0.7733 0.7730

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

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