CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 0.7925 0.7904 -0.0021 -0.3% 0.7778
High 0.7933 0.7962 0.0029 0.4% 0.7923
Low 0.7890 0.7889 -0.0001 0.0% 0.7742
Close 0.7895 0.7939 0.0043 0.6% 0.7919
Range 0.0043 0.0073 0.0030 69.8% 0.0181
ATR 0.0053 0.0054 0.0001 2.7% 0.0000
Volume 136 128 -8 -5.9% 2,033
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8149 0.8117 0.7979
R3 0.8076 0.8044 0.7959
R2 0.8003 0.8003 0.7952
R1 0.7971 0.7971 0.7945 0.7987
PP 0.7930 0.7930 0.7930 0.7938
S1 0.7897 0.7897 0.7932 0.7914
S2 0.7856 0.7856 0.7925
S3 0.7783 0.7824 0.7918
S4 0.7710 0.7751 0.7898
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 0.7962 0.7744 0.0218 2.7% 0.0073 0.9% 89% True False 267
10 0.7962 0.7701 0.0261 3.3% 0.0061 0.8% 91% True False 377
20 0.7962 0.7514 0.0448 5.6% 0.0055 0.7% 95% True False 368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8272
2.618 0.8153
1.618 0.8080
1.000 0.8035
0.618 0.8007
HIGH 0.7962
0.618 0.7934
0.500 0.7925
0.382 0.7916
LOW 0.7889
0.618 0.7843
1.000 0.7815
1.618 0.7770
2.618 0.7697
4.250 0.7578
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 0.7934 0.7929
PP 0.7930 0.7920
S1 0.7925 0.7911

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

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