CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 0.7982 0.7973 -0.0010 -0.1% 0.7990
High 0.7987 0.7978 -0.0009 -0.1% 0.8067
Low 0.7954 0.7938 -0.0017 -0.2% 0.7965
Close 0.7975 0.7958 -0.0018 -0.2% 0.8056
Range 0.0033 0.0041 0.0008 22.7% 0.0103
ATR 0.0059 0.0058 -0.0001 -2.2% 0.0000
Volume 434 683 249 57.4% 2,539
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8079 0.8059 0.7980
R3 0.8039 0.8018 0.7969
R2 0.7998 0.7998 0.7965
R1 0.7978 0.7978 0.7961 0.7968
PP 0.7958 0.7958 0.7958 0.7953
S1 0.7937 0.7937 0.7954 0.7927
S2 0.7917 0.7917 0.7950
S3 0.7877 0.7897 0.7946
S4 0.7836 0.7856 0.7935
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 0.8063 0.7938 0.0126 1.6% 0.0058 0.7% 16% False True 463
10 0.8067 0.7938 0.0130 1.6% 0.0060 0.8% 15% False True 453
20 0.8067 0.7712 0.0355 4.5% 0.0061 0.8% 69% False False 377
40 0.8067 0.7422 0.0646 8.1% 0.0055 0.7% 83% False False 376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8150
2.618 0.8084
1.618 0.8044
1.000 0.8019
0.618 0.8003
HIGH 0.7978
0.618 0.7963
0.500 0.7958
0.382 0.7953
LOW 0.7938
0.618 0.7912
1.000 0.7897
1.618 0.7872
2.618 0.7831
4.250 0.7765
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 0.7958 0.7990
PP 0.7958 0.7979
S1 0.7958 0.7968

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

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