CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 0.7926 0.7944 0.0018 0.2% 0.7778
High 0.7963 0.7987 0.0024 0.3% 0.7923
Low 0.7919 0.7925 0.0007 0.1% 0.7742
Close 0.7956 0.7960 0.0004 0.1% 0.7919
Range 0.0045 0.0062 0.0017 39.3% 0.0181
ATR 0.0054 0.0054 0.0001 1.1% 0.0000
Volume 152 278 126 82.9% 2,033
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8143 0.8114 0.7994
R3 0.8081 0.8052 0.7977
R2 0.8019 0.8019 0.7971
R1 0.7990 0.7990 0.7966 0.8005
PP 0.7957 0.7957 0.7957 0.7965
S1 0.7928 0.7928 0.7954 0.7943
S2 0.7895 0.7895 0.7949
S3 0.7833 0.7866 0.7943
S4 0.7771 0.7804 0.7926
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 0.7987 0.7860 0.0127 1.6% 0.0057 0.7% 79% True False 203
10 0.7987 0.7712 0.0275 3.5% 0.0062 0.8% 90% True False 301
20 0.7987 0.7521 0.0466 5.9% 0.0056 0.7% 94% True False 339
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8251
2.618 0.8149
1.618 0.8087
1.000 0.8049
0.618 0.8025
HIGH 0.7987
0.618 0.7963
0.500 0.7956
0.382 0.7949
LOW 0.7925
0.618 0.7887
1.000 0.7863
1.618 0.7825
2.618 0.7763
4.250 0.7662
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 0.7959 0.7953
PP 0.7957 0.7945
S1 0.7956 0.7938

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

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