CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 0.7860 0.7893 0.0033 0.4% 0.7916
High 0.7913 0.7900 -0.0013 -0.2% 0.7929
Low 0.7852 0.7865 0.0013 0.2% 0.7852
Close 0.7895 0.7875 -0.0021 -0.3% 0.7895
Range 0.0061 0.0035 -0.0026 -42.6% 0.0077
ATR 0.0054 0.0053 -0.0001 -2.6% 0.0000
Volume 429 189 -240 -55.9% 2,017
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.7985 0.7965 0.7894
R3 0.7950 0.7930 0.7884
R2 0.7915 0.7915 0.7881
R1 0.7895 0.7895 0.7878 0.7887
PP 0.7880 0.7880 0.7880 0.7876
S1 0.7860 0.7860 0.7871 0.7852
S2 0.7845 0.7845 0.7868
S3 0.7810 0.7825 0.7865
S4 0.7775 0.7790 0.7855
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8123 0.8086 0.7937
R3 0.8046 0.8009 0.7916
R2 0.7969 0.7969 0.7909
R1 0.7932 0.7932 0.7902 0.7912
PP 0.7892 0.7892 0.7892 0.7882
S1 0.7855 0.7855 0.7888 0.7835
S2 0.7815 0.7815 0.7881
S3 0.7738 0.7778 0.7874
S4 0.7661 0.7701 0.7853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7916 0.7852 0.0063 0.8% 0.0041 0.5% 35% False False 372
10 0.8043 0.7852 0.0191 2.4% 0.0047 0.6% 12% False False 416
20 0.8067 0.7852 0.0215 2.7% 0.0056 0.7% 10% False False 388
40 0.8067 0.7514 0.0554 7.0% 0.0054 0.7% 65% False False 377
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8049
2.618 0.7992
1.618 0.7957
1.000 0.7935
0.618 0.7922
HIGH 0.7900
0.618 0.7887
0.500 0.7883
0.382 0.7878
LOW 0.7865
0.618 0.7843
1.000 0.7830
1.618 0.7808
2.618 0.7773
4.250 0.7716
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 0.7883 0.7883
PP 0.7880 0.7880
S1 0.7877 0.7877

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

View Archives - Comment on this page... - Back to Index of Symbols