CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 0.7970 0.7977 0.0008 0.1% 0.7893
High 0.7982 0.8000 0.0018 0.2% 0.7973
Low 0.7948 0.7971 0.0024 0.3% 0.7836
Close 0.7980 0.7993 0.0013 0.2% 0.7961
Range 0.0035 0.0029 -0.0006 -17.4% 0.0137
ATR 0.0053 0.0051 -0.0002 -3.3% 0.0000
Volume 365 188 -177 -48.5% 2,450
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8073 0.8061 0.8008
R3 0.8045 0.8033 0.8000
R2 0.8016 0.8016 0.7998
R1 0.8004 0.8004 0.7995 0.8010
PP 0.7988 0.7988 0.7988 0.7991
S1 0.7976 0.7976 0.7990 0.7982
S2 0.7959 0.7959 0.7987
S3 0.7931 0.7947 0.7985
S4 0.7902 0.7919 0.7977
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 0.8000 0.7891 0.0109 1.4% 0.0044 0.6% 94% True False 406
10 0.8000 0.7836 0.0164 2.0% 0.0051 0.6% 96% True False 428
20 0.8063 0.7836 0.0227 2.8% 0.0052 0.6% 69% False False 433
40 0.8067 0.7687 0.0381 4.8% 0.0054 0.7% 80% False False 390
60 0.8067 0.7411 0.0656 8.2% 0.0051 0.6% 89% False False 371
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8074
1.618 0.8046
1.000 0.8028
0.618 0.8017
HIGH 0.8000
0.618 0.7989
0.500 0.7985
0.382 0.7982
LOW 0.7971
0.618 0.7953
1.000 0.7942
1.618 0.7925
2.618 0.7896
4.250 0.7850
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 0.7990 0.7986
PP 0.7988 0.7980
S1 0.7985 0.7974

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

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