CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 0.7715 0.7778 0.0064 0.8% 0.7730
High 0.7792 0.7785 -0.0008 -0.1% 0.7792
Low 0.7712 0.7749 0.0036 0.5% 0.7701
Close 0.7779 0.7779 0.0000 0.0% 0.7779
Range 0.0080 0.0036 -0.0044 -55.0% 0.0091
ATR 0.0048 0.0047 -0.0001 -1.8% 0.0000
Volume 292 659 367 125.7% 1,615
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7879 0.7865 0.7799
R3 0.7843 0.7829 0.7789
R2 0.7807 0.7807 0.7786
R1 0.7793 0.7793 0.7782 0.7800
PP 0.7771 0.7771 0.7771 0.7774
S1 0.7757 0.7757 0.7776 0.7764
S2 0.7735 0.7735 0.7772
S3 0.7699 0.7721 0.7769
S4 0.7663 0.7685 0.7759
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% 0.0047 0.6% 86% False False 454
10 0.7792 0.7558 0.0234 3.0% 0.0050 0.6% 94% False False 403
20 0.7792 0.7453 0.0339 4.4% 0.0051 0.7% 96% False False 409
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7879
1.618 0.7843
1.000 0.7821
0.618 0.7807
HIGH 0.7785
0.618 0.7771
0.500 0.7767
0.382 0.7762
LOW 0.7749
0.618 0.7726
1.000 0.7712
1.618 0.7690
2.618 0.7654
4.250 0.7595
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 0.7775 0.7770
PP 0.7771 0.7761
S1 0.7767 0.7752

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

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