CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 0.7973 0.7961 -0.0012 -0.1% 0.8055
High 0.7978 0.7980 0.0002 0.0% 0.8055
Low 0.7938 0.7907 -0.0030 -0.4% 0.7907
Close 0.7958 0.7917 -0.0041 -0.5% 0.7917
Range 0.0041 0.0073 0.0032 80.2% 0.0148
ATR 0.0058 0.0059 0.0001 1.9% 0.0000
Volume 683 476 -207 -30.3% 2,227
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8153 0.8108 0.7957
R3 0.8080 0.8035 0.7937
R2 0.8007 0.8007 0.7930
R1 0.7962 0.7962 0.7923 0.7948
PP 0.7935 0.7935 0.7935 0.7928
S1 0.7889 0.7889 0.7910 0.7875
S2 0.7862 0.7862 0.7903
S3 0.7789 0.7816 0.7896
S4 0.7716 0.7743 0.7876
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8403 0.8308 0.7998
R3 0.8255 0.8160 0.7957
R2 0.8107 0.8107 0.7944
R1 0.8012 0.8012 0.7930 0.7986
PP 0.7960 0.7960 0.7960 0.7946
S1 0.7864 0.7864 0.7903 0.7838
S2 0.7812 0.7812 0.7889
S3 0.7664 0.7716 0.7876
S4 0.7516 0.7568 0.7835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7907 0.0148 1.9% 0.0054 0.7% 6% False True 445
10 0.8067 0.7907 0.0160 2.0% 0.0062 0.8% 6% False True 476
20 0.8067 0.7742 0.0325 4.1% 0.0061 0.8% 54% False False 387
40 0.8067 0.7422 0.0646 8.2% 0.0056 0.7% 77% False False 386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8290
2.618 0.8171
1.618 0.8098
1.000 0.8053
0.618 0.8025
HIGH 0.7980
0.618 0.7952
0.500 0.7944
0.382 0.7935
LOW 0.7907
0.618 0.7862
1.000 0.7834
1.618 0.7789
2.618 0.7716
4.250 0.7597
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 0.7944 0.7947
PP 0.7935 0.7937
S1 0.7926 0.7927

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

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