CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 0.7990 0.8009 0.0019 0.2% 0.7925
High 0.8023 0.8025 0.0002 0.0% 0.7999
Low 0.7981 0.7993 0.0012 0.2% 0.7889
Close 0.8015 0.8007 -0.0008 -0.1% 0.7993
Range 0.0043 0.0032 -0.0011 -24.7% 0.0110
ATR 0.0053 0.0052 -0.0002 -2.8% 0.0000
Volume 255 369 114 44.7% 942
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8104 0.8087 0.8024
R3 0.8072 0.8055 0.8015
R2 0.8040 0.8040 0.8012
R1 0.8023 0.8023 0.8009 0.8016
PP 0.8008 0.8008 0.8008 0.8004
S1 0.7991 0.7991 0.8004 0.7984
S2 0.7976 0.7976 0.8001
S3 0.7944 0.7959 0.7998
S4 0.7912 0.7927 0.7989
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 0.8025 0.7919 0.0106 1.3% 0.0047 0.6% 83% True False 260
10 0.8025 0.7744 0.0281 3.5% 0.0060 0.7% 94% True False 263
20 0.8025 0.7564 0.0461 5.8% 0.0055 0.7% 96% True False 340
40 0.8025 0.7411 0.0614 7.7% 0.0049 0.6% 97% True False 310
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8161
2.618 0.8108
1.618 0.8076
1.000 0.8057
0.618 0.8044
HIGH 0.8025
0.618 0.8012
0.500 0.8009
0.382 0.8005
LOW 0.7993
0.618 0.7973
1.000 0.7961
1.618 0.7941
2.618 0.7909
4.250 0.7857
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 0.8009 0.7999
PP 0.8008 0.7992
S1 0.8007 0.7985

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

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