CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 0.8208 0.8137 -0.0071 -0.9% 0.8232
High 0.8219 0.8164 -0.0056 -0.7% 0.8279
Low 0.8108 0.8128 0.0020 0.2% 0.8174
Close 0.8129 0.8153 0.0024 0.3% 0.8214
Range 0.0111 0.0036 -0.0076 -68.0% 0.0106
ATR 0.0071 0.0069 -0.0003 -3.6% 0.0000
Volume 87,823 61,256 -26,567 -30.3% 321,126
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8255 0.8239 0.8173
R3 0.8219 0.8204 0.8163
R2 0.8184 0.8184 0.8160
R1 0.8168 0.8168 0.8156 0.8176
PP 0.8148 0.8148 0.8148 0.8152
S1 0.8133 0.8133 0.8150 0.8141
S2 0.8113 0.8113 0.8146
S3 0.8077 0.8097 0.8143
S4 0.8042 0.8062 0.8133
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 0.8255 0.8108 0.0147 1.8% 0.0066 0.8% 31% False False 84,390
10 0.8293 0.8061 0.0232 2.8% 0.0079 1.0% 40% False False 51,153
20 0.8293 0.7906 0.0387 4.8% 0.0071 0.9% 64% False False 26,213
40 0.8293 0.7836 0.0457 5.6% 0.0064 0.8% 69% False False 13,340
60 0.8293 0.7558 0.0735 9.0% 0.0061 0.7% 81% False False 9,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8314
2.618 0.8256
1.618 0.8221
1.000 0.8199
0.618 0.8185
HIGH 0.8164
0.618 0.8150
0.500 0.8146
0.382 0.8142
LOW 0.8128
0.618 0.8106
1.000 0.8093
1.618 0.8071
2.618 0.8035
4.250 0.7977
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 0.8151 0.8182
PP 0.8148 0.8172
S1 0.8146 0.8163

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

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