CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 0.8047 0.7983 -0.0065 -0.8% 0.7990
High 0.8066 0.8063 -0.0003 0.0% 0.8067
Low 0.7965 0.7970 0.0006 0.1% 0.7965
Close 0.7976 0.8056 0.0080 1.0% 0.8056
Range 0.0101 0.0093 -0.0009 -8.4% 0.0103
ATR 0.0057 0.0060 0.0003 4.5% 0.0000
Volume 798 564 -234 -29.3% 2,539
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8308 0.8275 0.8107
R3 0.8215 0.8182 0.8081
R2 0.8122 0.8122 0.8073
R1 0.8089 0.8089 0.8064 0.8106
PP 0.8030 0.8030 0.8030 0.8038
S1 0.7996 0.7996 0.8047 0.8013
S2 0.7937 0.7937 0.8038
S3 0.7844 0.7903 0.8030
S4 0.7751 0.7810 0.8004
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8337 0.8299 0.8112
R3 0.8234 0.8196 0.8084
R2 0.8132 0.8132 0.8074
R1 0.8094 0.8094 0.8065 0.8113
PP 0.8029 0.8029 0.8029 0.8039
S1 0.7991 0.7991 0.8046 0.8010
S2 0.7927 0.7927 0.8037
S3 0.7824 0.7889 0.8027
S4 0.7722 0.7786 0.7999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8067 0.7965 0.0103 1.3% 0.0070 0.9% 89% False False 507
10 0.8067 0.7889 0.0179 2.2% 0.0063 0.8% 94% False False 348
20 0.8067 0.7701 0.0366 4.5% 0.0059 0.7% 97% False False 372
40 0.8067 0.7411 0.0656 8.1% 0.0053 0.7% 98% False False 353
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8458
2.618 0.8306
1.618 0.8213
1.000 0.8156
0.618 0.8120
HIGH 0.8063
0.618 0.8027
0.500 0.8017
0.382 0.8006
LOW 0.7970
0.618 0.7913
1.000 0.7877
1.618 0.7820
2.618 0.7727
4.250 0.7575
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 0.8043 0.8042
PP 0.8030 0.8029
S1 0.8017 0.8016

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

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