CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 0.7778 0.7772 -0.0007 -0.1% 0.7730
High 0.7785 0.7776 -0.0009 -0.1% 0.7792
Low 0.7749 0.7742 -0.0007 -0.1% 0.7701
Close 0.7779 0.7760 -0.0019 -0.2% 0.7779
Range 0.0036 0.0034 -0.0003 -6.9% 0.0091
ATR 0.0047 0.0047 -0.0001 -1.6% 0.0000
Volume 659 303 -356 -54.0% 1,615
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7860 0.7843 0.7778
R3 0.7826 0.7810 0.7769
R2 0.7793 0.7793 0.7766
R1 0.7776 0.7776 0.7763 0.7768
PP 0.7759 0.7759 0.7759 0.7755
S1 0.7743 0.7743 0.7757 0.7734
S2 0.7726 0.7726 0.7754
S3 0.7692 0.7709 0.7751
S4 0.7659 0.7676 0.7742
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% 0.0049 0.6% 65% False False 487
10 0.7792 0.7564 0.0229 2.9% 0.0050 0.6% 86% False False 417
20 0.7792 0.7514 0.0279 3.6% 0.0048 0.6% 89% False False 412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7918
2.618 0.7863
1.618 0.7830
1.000 0.7809
0.618 0.7796
HIGH 0.7776
0.618 0.7763
0.500 0.7759
0.382 0.7755
LOW 0.7742
0.618 0.7721
1.000 0.7709
1.618 0.7688
2.618 0.7654
4.250 0.7600
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 0.7760 0.7757
PP 0.7759 0.7755
S1 0.7759 0.7752

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

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