CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 0.7952 0.7990 0.0039 0.5% 0.7925
High 0.7999 0.8023 0.0025 0.3% 0.7999
Low 0.7946 0.7981 0.0035 0.4% 0.7889
Close 0.7993 0.8015 0.0022 0.3% 0.7993
Range 0.0053 0.0043 -0.0011 -19.8% 0.0110
ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000
Volume 248 255 7 2.8% 942
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8134 0.8117 0.8038
R3 0.8091 0.8074 0.8026
R2 0.8049 0.8049 0.8022
R1 0.8032 0.8032 0.8018 0.8040
PP 0.8006 0.8006 0.8006 0.8010
S1 0.7989 0.7989 0.8011 0.7998
S2 0.7964 0.7964 0.8007
S3 0.7921 0.7947 0.8003
S4 0.7879 0.7904 0.7991
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 0.8023 0.7889 0.0135 1.7% 0.0055 0.7% 94% True False 212
10 0.8023 0.7742 0.0281 3.5% 0.0060 0.7% 97% True False 257
20 0.8023 0.7558 0.0465 5.8% 0.0055 0.7% 98% True False 330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8204
2.618 0.8134
1.618 0.8092
1.000 0.8066
0.618 0.8049
HIGH 0.8023
0.618 0.8007
0.500 0.8002
0.382 0.7997
LOW 0.7981
0.618 0.7954
1.000 0.7938
1.618 0.7912
2.618 0.7869
4.250 0.7800
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 0.8010 0.8001
PP 0.8006 0.7988
S1 0.8002 0.7974

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

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