CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 25-Aug-2017
Day Change Summary
Previous Current
24-Aug-2017 25-Aug-2017 Change Change % Previous Week
Open 0.7977 0.7989 0.0012 0.2% 0.7961
High 0.8000 0.8030 0.0030 0.4% 0.8030
Low 0.7971 0.7982 0.0011 0.1% 0.7942
Close 0.7993 0.8019 0.0027 0.3% 0.8019
Range 0.0029 0.0048 0.0019 68.4% 0.0088
ATR 0.0051 0.0051 0.0000 -0.5% 0.0000
Volume 188 508 320 170.2% 1,917
Daily Pivots for day following 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8154 0.8135 0.8045
R3 0.8106 0.8087 0.8032
R2 0.8058 0.8058 0.8028
R1 0.8039 0.8039 0.8023 0.8049
PP 0.8010 0.8010 0.8010 0.8015
S1 0.7991 0.7991 0.8015 0.8001
S2 0.7962 0.7962 0.8010
S3 0.7914 0.7943 0.8006
S4 0.7866 0.7895 0.7993
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8262 0.8229 0.8068
R3 0.8174 0.8141 0.8043
R2 0.8085 0.8085 0.8035
R1 0.8052 0.8052 0.8027 0.8069
PP 0.7997 0.7997 0.7997 0.8005
S1 0.7964 0.7964 0.8011 0.7980
S2 0.7908 0.7908 0.8003
S3 0.7820 0.7875 0.7995
S4 0.7731 0.7787 0.7970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8030 0.7942 0.0088 1.1% 0.0038 0.5% 88% True False 383
10 0.8030 0.7836 0.0194 2.4% 0.0049 0.6% 94% True False 436
20 0.8055 0.7836 0.0219 2.7% 0.0049 0.6% 84% False False 430
40 0.8067 0.7701 0.0366 4.6% 0.0054 0.7% 87% False False 401
60 0.8067 0.7411 0.0656 8.2% 0.0052 0.6% 93% False False 379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8234
2.618 0.8156
1.618 0.8108
1.000 0.8078
0.618 0.8060
HIGH 0.8030
0.618 0.8012
0.500 0.8006
0.382 0.8000
LOW 0.7982
0.618 0.7952
1.000 0.7934
1.618 0.7904
2.618 0.7856
4.250 0.7778
Fisher Pivots for day following 25-Aug-2017
Pivot 1 day 3 day
R1 0.8015 0.8009
PP 0.8010 0.7999
S1 0.8006 0.7989

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

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