CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 0.7871 0.7925 0.0054 0.7% 0.7778
High 0.7923 0.7933 0.0010 0.1% 0.7923
Low 0.7860 0.7890 0.0030 0.4% 0.7742
Close 0.7919 0.7895 -0.0023 -0.3% 0.7919
Range 0.0063 0.0043 -0.0020 -32.3% 0.0181
ATR 0.0054 0.0053 -0.0001 -1.4% 0.0000
Volume 325 136 -189 -58.2% 2,033
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8035 0.8008 0.7919
R3 0.7992 0.7965 0.7907
R2 0.7949 0.7949 0.7903
R1 0.7922 0.7922 0.7899 0.7914
PP 0.7906 0.7906 0.7906 0.7902
S1 0.7879 0.7879 0.7891 0.7871
S2 0.7863 0.7863 0.7887
S3 0.7820 0.7836 0.7883
S4 0.7777 0.7793 0.7871
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 0.7933 0.7742 0.0191 2.4% 0.0065 0.8% 80% True False 302
10 0.7933 0.7701 0.0232 2.9% 0.0056 0.7% 84% True False 378
20 0.7933 0.7514 0.0419 5.3% 0.0053 0.7% 91% True False 366
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8115
2.618 0.8045
1.618 0.8002
1.000 0.7976
0.618 0.7959
HIGH 0.7933
0.618 0.7916
0.500 0.7911
0.382 0.7906
LOW 0.7890
0.618 0.7863
1.000 0.7847
1.618 0.7820
2.618 0.7777
4.250 0.7707
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 0.7911 0.7893
PP 0.7906 0.7891
S1 0.7900 0.7889

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

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