CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 0.8017 0.7982 -0.0035 -0.4% 0.7990
High 0.8043 0.7987 -0.0056 -0.7% 0.8067
Low 0.7979 0.7954 -0.0024 -0.3% 0.7965
Close 0.7997 0.7975 -0.0022 -0.3% 0.8056
Range 0.0064 0.0033 -0.0031 -48.4% 0.0103
ATR 0.0060 0.0059 -0.0001 -2.0% 0.0000
Volume 366 434 68 18.6% 2,539
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8071 0.8056 0.7993
R3 0.8038 0.8023 0.7984
R2 0.8005 0.8005 0.7981
R1 0.7990 0.7990 0.7978 0.7981
PP 0.7972 0.7972 0.7972 0.7968
S1 0.7957 0.7957 0.7972 0.7948
S2 0.7939 0.7939 0.7969
S3 0.7906 0.7924 0.7966
S4 0.7873 0.7891 0.7957
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 0.8066 0.7954 0.0112 1.4% 0.0070 0.9% 19% False True 486
10 0.8067 0.7925 0.0142 1.8% 0.0062 0.8% 35% False False 413
20 0.8067 0.7712 0.0355 4.5% 0.0061 0.8% 74% False False 348
40 0.8067 0.7422 0.0646 8.1% 0.0055 0.7% 86% False False 374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8127
2.618 0.8073
1.618 0.8040
1.000 0.8020
0.618 0.8007
HIGH 0.7987
0.618 0.7974
0.500 0.7971
0.382 0.7967
LOW 0.7954
0.618 0.7934
1.000 0.7921
1.618 0.7901
2.618 0.7868
4.250 0.7814
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 0.7974 0.8005
PP 0.7972 0.7995
S1 0.7971 0.7985

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

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