CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 0.8220 0.8218 -0.0001 0.0% 0.8232
High 0.8230 0.8255 0.0026 0.3% 0.8279
Low 0.8174 0.8186 0.0013 0.2% 0.8174
Close 0.8208 0.8214 0.0006 0.1% 0.8214
Range 0.0056 0.0069 0.0013 23.2% 0.0106
ATR 0.0068 0.0068 0.0000 0.1% 0.0000
Volume 97,172 112,731 15,559 16.0% 321,126
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8425 0.8388 0.8251
R3 0.8356 0.8319 0.8232
R2 0.8287 0.8287 0.8226
R1 0.8250 0.8250 0.8220 0.8234
PP 0.8218 0.8218 0.8218 0.8210
S1 0.8181 0.8181 0.8207 0.8165
S2 0.8149 0.8149 0.8201
S3 0.8080 0.8112 0.8195
S4 0.8011 0.8043 0.8176
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8539 0.8482 0.8272
R3 0.8433 0.8376 0.8243
R2 0.8328 0.8328 0.8233
R1 0.8271 0.8271 0.8223 0.8246
PP 0.8222 0.8222 0.8222 0.8210
S1 0.8165 0.8165 0.8204 0.8141
S2 0.8117 0.8117 0.8194
S3 0.8011 0.8060 0.8184
S4 0.7906 0.7954 0.8155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8279 0.8174 0.0106 1.3% 0.0062 0.7% 38% False False 64,225
10 0.8293 0.8013 0.0281 3.4% 0.0080 1.0% 72% False False 36,822
20 0.8293 0.7891 0.0402 4.9% 0.0069 0.8% 80% False False 18,809
40 0.8293 0.7836 0.0457 5.6% 0.0063 0.8% 83% False False 9,626
60 0.8293 0.7521 0.0772 9.4% 0.0061 0.7% 90% False False 6,530
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8548
2.618 0.8436
1.618 0.8367
1.000 0.8324
0.618 0.8298
HIGH 0.8255
0.618 0.8229
0.500 0.8221
0.382 0.8212
LOW 0.8186
0.618 0.8143
1.000 0.8117
1.618 0.8074
2.618 0.8005
4.250 0.7893
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 0.8221 0.8214
PP 0.8218 0.8214
S1 0.8216 0.8214

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

View Archives - Comment on this page... - Back to Index of Symbols