CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 0.7849 0.7936 0.0087 1.1% 0.7916
High 0.7938 0.7954 0.0016 0.2% 0.7929
Low 0.7842 0.7895 0.0054 0.7% 0.7852
Close 0.7906 0.7913 0.0007 0.1% 0.7895
Range 0.0096 0.0058 -0.0038 -39.1% 0.0077
ATR 0.0055 0.0055 0.0000 0.4% 0.0000
Volume 513 338 -175 -34.1% 2,017
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8096 0.8063 0.7945
R3 0.8037 0.8004 0.7929
R2 0.7979 0.7979 0.7924
R1 0.7946 0.7946 0.7918 0.7933
PP 0.7921 0.7921 0.7921 0.7914
S1 0.7888 0.7888 0.7908 0.7875
S2 0.7862 0.7862 0.7902
S3 0.7804 0.7829 0.7897
S4 0.7745 0.7771 0.7881
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 0.7954 0.7836 0.0118 1.5% 0.0057 0.7% 66% True False 451
10 0.7980 0.7836 0.0144 1.8% 0.0052 0.7% 53% False False 432
20 0.8067 0.7836 0.0231 2.9% 0.0056 0.7% 33% False False 442
40 0.8067 0.7521 0.0546 6.9% 0.0056 0.7% 72% False False 391
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8202
2.618 0.8107
1.618 0.8048
1.000 0.8012
0.618 0.7990
HIGH 0.7954
0.618 0.7931
0.500 0.7924
0.382 0.7917
LOW 0.7895
0.618 0.7859
1.000 0.7837
1.618 0.7800
2.618 0.7742
4.250 0.7646
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 0.7924 0.7907
PP 0.7921 0.7901
S1 0.7917 0.7895

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

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