CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 0.7897 0.7961 0.0064 0.8% 0.7893
High 0.7973 0.7975 0.0003 0.0% 0.7973
Low 0.7891 0.7942 0.0051 0.6% 0.7836
Close 0.7961 0.7967 0.0006 0.1% 0.7961
Range 0.0082 0.0033 -0.0048 -58.9% 0.0137
ATR 0.0057 0.0056 -0.0002 -3.0% 0.0000
Volume 622 392 -230 -37.0% 2,450
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8062 0.8048 0.7985
R3 0.8028 0.8014 0.7976
R2 0.7995 0.7995 0.7973
R1 0.7981 0.7981 0.7970 0.7988
PP 0.7961 0.7961 0.7961 0.7965
S1 0.7947 0.7947 0.7964 0.7954
S2 0.7928 0.7928 0.7961
S3 0.7894 0.7914 0.7958
S4 0.7861 0.7880 0.7949
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8333 0.8283 0.8036
R3 0.8196 0.8147 0.7999
R2 0.8060 0.8060 0.7986
R1 0.8010 0.8010 0.7974 0.8035
PP 0.7923 0.7923 0.7923 0.7936
S1 0.7874 0.7874 0.7948 0.7899
S2 0.7787 0.7787 0.7936
S3 0.7650 0.7737 0.7923
S4 0.7514 0.7601 0.7886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7975 0.7836 0.0139 1.7% 0.0061 0.8% 94% True False 530
10 0.7975 0.7836 0.0139 1.7% 0.0051 0.6% 94% True False 451
20 0.8067 0.7836 0.0231 2.9% 0.0057 0.7% 57% False False 468
40 0.8067 0.7558 0.0509 6.4% 0.0056 0.7% 80% False False 399
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8117
2.618 0.8063
1.618 0.8029
1.000 0.8008
0.618 0.7996
HIGH 0.7975
0.618 0.7962
0.500 0.7958
0.382 0.7954
LOW 0.7942
0.618 0.7921
1.000 0.7908
1.618 0.7887
2.618 0.7854
4.250 0.7799
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 0.7964 0.7956
PP 0.7961 0.7944
S1 0.7958 0.7933

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

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