CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 0.7916 0.7899 -0.0017 -0.2% 0.8055
High 0.7929 0.7916 -0.0014 -0.2% 0.8055
Low 0.7879 0.7884 0.0006 0.1% 0.7907
Close 0.7899 0.7907 0.0009 0.1% 0.7917
Range 0.0051 0.0031 -0.0019 -37.6% 0.0148
ATR 0.0058 0.0056 -0.0002 -3.3% 0.0000
Volume 343 432 89 25.9% 2,227
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.7997 0.7983 0.7924
R3 0.7965 0.7952 0.7916
R2 0.7934 0.7934 0.7913
R1 0.7920 0.7920 0.7910 0.7927
PP 0.7902 0.7902 0.7902 0.7906
S1 0.7889 0.7889 0.7904 0.7896
S2 0.7871 0.7871 0.7901
S3 0.7839 0.7857 0.7898
S4 0.7808 0.7826 0.7890
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 0.7987 0.7879 0.0109 1.4% 0.0046 0.6% 26% False False 473
10 0.8067 0.7879 0.0189 2.4% 0.0063 0.8% 15% False False 491
20 0.8067 0.7744 0.0323 4.1% 0.0061 0.8% 50% False False 377
40 0.8067 0.7514 0.0554 7.0% 0.0055 0.7% 71% False False 394
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8049
2.618 0.7998
1.618 0.7966
1.000 0.7947
0.618 0.7935
HIGH 0.7916
0.618 0.7903
0.500 0.7900
0.382 0.7896
LOW 0.7884
0.618 0.7865
1.000 0.7853
1.618 0.7833
2.618 0.7802
4.250 0.7750
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 0.7905 0.7929
PP 0.7902 0.7922
S1 0.7900 0.7914

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

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