CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 0.7944 0.7952 0.0008 0.1% 0.7925
High 0.7987 0.7999 0.0012 0.1% 0.7999
Low 0.7925 0.7946 0.0021 0.3% 0.7889
Close 0.7960 0.7993 0.0033 0.4% 0.7993
Range 0.0062 0.0053 -0.0009 -14.5% 0.0110
ATR 0.0054 0.0054 0.0000 -0.1% 0.0000
Volume 278 248 -30 -10.8% 942
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8138 0.8119 0.8022
R3 0.8085 0.8066 0.8008
R2 0.8032 0.8032 0.8003
R1 0.8013 0.8013 0.7998 0.8022
PP 0.7979 0.7979 0.7979 0.7984
S1 0.7960 0.7960 0.7988 0.7969
S2 0.7926 0.7926 0.7983
S3 0.7873 0.7907 0.7978
S4 0.7820 0.7854 0.7964
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8290 0.8252 0.8054
R3 0.8180 0.8142 0.8023
R2 0.8070 0.8070 0.8013
R1 0.8032 0.8032 0.8003 0.8051
PP 0.7960 0.7960 0.7960 0.7970
S1 0.7922 0.7922 0.7983 0.7941
S2 0.7850 0.7850 0.7973
S3 0.7740 0.7812 0.7963
S4 0.7630 0.7702 0.7933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7999 0.7889 0.0110 1.4% 0.0055 0.7% 95% True False 188
10 0.7999 0.7742 0.0257 3.2% 0.0059 0.7% 98% True False 297
20 0.7999 0.7536 0.0463 5.8% 0.0055 0.7% 99% True False 327
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 False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8224
2.618 0.8137
1.618 0.8084
1.000 0.8052
0.618 0.8031
HIGH 0.7999
0.618 0.7978
0.500 0.7972
0.382 0.7966
LOW 0.7946
0.618 0.7913
1.000 0.7893
1.618 0.7860
2.618 0.7807
4.250 0.7720
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 0.7986 0.7982
PP 0.7979 0.7970
S1 0.7972 0.7959

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

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