CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 0.8009 0.8006 -0.0003 0.0% 0.7925
High 0.8025 0.8067 0.0043 0.5% 0.7999
Low 0.7993 0.7985 -0.0008 -0.1% 0.7889
Close 0.8007 0.8025 0.0018 0.2% 0.7993
Range 0.0032 0.0082 0.0050 156.3% 0.0110
ATR 0.0052 0.0054 0.0002 4.2% 0.0000
Volume 369 553 184 49.9% 942
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8272 0.8230 0.8070
R3 0.8190 0.8148 0.8048
R2 0.8108 0.8108 0.8040
R1 0.8066 0.8066 0.8033 0.8087
PP 0.8026 0.8026 0.8026 0.8036
S1 0.7984 0.7984 0.8017 0.8005
S2 0.7944 0.7944 0.8010
S3 0.7862 0.7902 0.8002
S4 0.7780 0.7820 0.7980
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 0.8067 0.7925 0.0142 1.8% 0.0054 0.7% 70% True False 340
10 0.8067 0.7846 0.0222 2.8% 0.0052 0.7% 81% True False 255
20 0.8067 0.7599 0.0469 5.8% 0.0056 0.7% 91% True False 338
40 0.8067 0.7411 0.0656 8.2% 0.0050 0.6% 94% True False 322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8416
2.618 0.8282
1.618 0.8200
1.000 0.8149
0.618 0.8118
HIGH 0.8067
0.618 0.8036
0.500 0.8026
0.382 0.8016
LOW 0.7985
0.618 0.7934
1.000 0.7903
1.618 0.7852
2.618 0.7770
4.250 0.7637
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 0.8026 0.8025
PP 0.8026 0.8024
S1 0.8025 0.8024

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

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