CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 0.7852 0.7871 0.0018 0.2% 0.7778
High 0.7875 0.7923 0.0048 0.6% 0.7923
Low 0.7846 0.7860 0.0014 0.2% 0.7742
Close 0.7872 0.7919 0.0047 0.6% 0.7919
Range 0.0029 0.0063 0.0034 119.0% 0.0181
ATR 0.0053 0.0054 0.0001 1.5% 0.0000
Volume 111 325 214 192.8% 2,033
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8091 0.8068 0.7953
R3 0.8027 0.8005 0.7936
R2 0.7964 0.7964 0.7930
R1 0.7941 0.7941 0.7924 0.7952
PP 0.7900 0.7900 0.7900 0.7906
S1 0.7878 0.7878 0.7913 0.7889
S2 0.7837 0.7837 0.7907
S3 0.7773 0.7814 0.7901
S4 0.7710 0.7751 0.7884
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8404 0.8342 0.8018
R3 0.8223 0.8161 0.7968
R2 0.8042 0.8042 0.7952
R1 0.7980 0.7980 0.7935 0.8011
PP 0.7861 0.7861 0.7861 0.7877
S1 0.7799 0.7799 0.7902 0.7830
S2 0.7680 0.7680 0.7885
S3 0.7499 0.7618 0.7869
S4 0.7318 0.7437 0.7819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7923 0.7742 0.0181 2.3% 0.0064 0.8% 98% True False 406
10 0.7923 0.7701 0.0222 2.8% 0.0055 0.7% 98% True False 396
20 0.7923 0.7514 0.0410 5.2% 0.0052 0.7% 99% True False 378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8089
1.618 0.8026
1.000 0.7986
0.618 0.7962
HIGH 0.7923
0.618 0.7899
0.500 0.7891
0.382 0.7884
LOW 0.7860
0.618 0.7820
1.000 0.7796
1.618 0.7757
2.618 0.7693
4.250 0.7590
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 0.7909 0.7890
PP 0.7900 0.7862
S1 0.7891 0.7834

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

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