CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 0.7961 0.7975 0.0014 0.2% 0.7893
High 0.7975 0.7993 0.0018 0.2% 0.7973
Low 0.7942 0.7950 0.0008 0.1% 0.7836
Close 0.7967 0.7970 0.0002 0.0% 0.7961
Range 0.0033 0.0043 0.0010 28.4% 0.0137
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 392 464 72 18.4% 2,450
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8100 0.8078 0.7993
R3 0.8057 0.8035 0.7981
R2 0.8014 0.8014 0.7977
R1 0.7992 0.7992 0.7973 0.7981
PP 0.7971 0.7971 0.7971 0.7965
S1 0.7949 0.7949 0.7966 0.7938
S2 0.7928 0.7928 0.7962
S3 0.7885 0.7906 0.7958
S4 0.7842 0.7863 0.7946
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 0.7993 0.7842 0.0151 1.9% 0.0062 0.8% 85% True False 465
10 0.7993 0.7836 0.0157 2.0% 0.0052 0.7% 85% True False 454
20 0.8067 0.7836 0.0231 2.9% 0.0058 0.7% 58% False False 473
40 0.8067 0.7564 0.0504 6.3% 0.0056 0.7% 81% False False 406
60 0.8067 0.7411 0.0656 8.2% 0.0052 0.6% 85% False False 364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8175
2.618 0.8105
1.618 0.8062
1.000 0.8036
0.618 0.8019
HIGH 0.7993
0.618 0.7976
0.500 0.7971
0.382 0.7966
LOW 0.7950
0.618 0.7923
1.000 0.7907
1.618 0.7880
2.618 0.7837
4.250 0.7767
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 0.7971 0.7960
PP 0.7971 0.7951
S1 0.7970 0.7942

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

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