CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 0.8006 0.8047 0.0042 0.5% 0.7925
High 0.8067 0.8066 -0.0001 0.0% 0.7999
Low 0.7985 0.7965 -0.0021 -0.3% 0.7889
Close 0.8025 0.7976 -0.0049 -0.6% 0.7993
Range 0.0082 0.0101 0.0019 23.8% 0.0110
ATR 0.0054 0.0057 0.0003 6.3% 0.0000
Volume 553 798 245 44.3% 942
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8307 0.8243 0.8032
R3 0.8205 0.8141 0.8004
R2 0.8104 0.8104 0.7995
R1 0.8040 0.8040 0.7985 0.8021
PP 0.8002 0.8002 0.8002 0.7993
S1 0.7938 0.7938 0.7967 0.7920
S2 0.7901 0.7901 0.7957
S3 0.7799 0.7837 0.7948
S4 0.7698 0.7735 0.7920
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 0.7946 0.0122 1.5% 0.0062 0.8% 25% False False 444
10 0.8067 0.7860 0.0208 2.6% 0.0060 0.7% 56% False False 324
20 0.8067 0.7687 0.0381 4.8% 0.0056 0.7% 76% False False 347
40 0.8067 0.7411 0.0656 8.2% 0.0051 0.6% 86% False False 341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8497
2.618 0.8332
1.618 0.8230
1.000 0.8167
0.618 0.8129
HIGH 0.8066
0.618 0.8027
0.500 0.8015
0.382 0.8003
LOW 0.7965
0.618 0.7902
1.000 0.7863
1.618 0.7800
2.618 0.7699
4.250 0.7533
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 0.8015 0.8016
PP 0.8002 0.8003
S1 0.7989 0.7989

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

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