CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 0.8019 0.8069 0.0049 0.6% 0.8026
High 0.8110 0.8112 0.0003 0.0% 0.8110
Low 0.8013 0.8054 0.0042 0.5% 0.7906
Close 0.8078 0.8086 0.0009 0.1% 0.8078
Range 0.0097 0.0058 -0.0039 -40.2% 0.0204
ATR 0.0062 0.0061 0.0000 -0.4% 0.0000
Volume 3,383 2,391 -992 -29.3% 8,815
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8258 0.8230 0.8118
R3 0.8200 0.8172 0.8102
R2 0.8142 0.8142 0.8097
R1 0.8114 0.8114 0.8091 0.8128
PP 0.8084 0.8084 0.8084 0.8091
S1 0.8056 0.8056 0.8081 0.8070
S2 0.8026 0.8026 0.8075
S3 0.7968 0.7998 0.8070
S4 0.7910 0.7940 0.8054
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8643 0.8564 0.8190
R3 0.8439 0.8360 0.8134
R2 0.8235 0.8235 0.8115
R1 0.8156 0.8156 0.8096 0.8195
PP 0.8031 0.8031 0.8031 0.8051
S1 0.7952 0.7952 0.8059 0.7992
S2 0.7827 0.7827 0.8040
S3 0.7623 0.7748 0.8021
S4 0.7419 0.7544 0.7965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8112 0.7906 0.0206 2.6% 0.0085 1.1% 87% True False 2,131
10 0.8112 0.7906 0.0206 2.6% 0.0062 0.8% 87% True False 1,273
20 0.8112 0.7836 0.0276 3.4% 0.0057 0.7% 91% True False 862
40 0.8112 0.7742 0.0370 4.6% 0.0059 0.7% 93% True False 616
60 0.8112 0.7453 0.0659 8.1% 0.0056 0.7% 96% True False 547
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8358
2.618 0.8264
1.618 0.8206
1.000 0.8170
0.618 0.8148
HIGH 0.8112
0.618 0.8090
0.500 0.8083
0.382 0.8076
LOW 0.8054
0.618 0.8018
1.000 0.7996
1.618 0.7960
2.618 0.7902
4.250 0.7808
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 0.8085 0.8060
PP 0.8084 0.8035
S1 0.8083 0.8009

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

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