CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 0.8110 0.8088 -0.0023 -0.3% 0.8208
High 0.8125 0.8115 -0.0010 -0.1% 0.8219
Low 0.8079 0.8060 -0.0018 -0.2% 0.8075
Close 0.8098 0.8103 0.0005 0.1% 0.8111
Range 0.0047 0.0055 0.0008 18.3% 0.0145
ATR 0.0068 0.0067 -0.0001 -1.4% 0.0000
Volume 48,092 68,296 20,204 42.0% 379,633
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8258 0.8235 0.8133
R3 0.8203 0.8180 0.8118
R2 0.8148 0.8148 0.8113
R1 0.8125 0.8125 0.8108 0.8137
PP 0.8093 0.8093 0.8093 0.8098
S1 0.8070 0.8070 0.8098 0.8082
S2 0.8038 0.8038 0.8093
S3 0.7983 0.8015 0.8088
S4 0.7928 0.7960 0.8073
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8568 0.8484 0.8190
R3 0.8424 0.8339 0.8150
R2 0.8279 0.8279 0.8137
R1 0.8195 0.8195 0.8124 0.8165
PP 0.8135 0.8135 0.8135 0.8120
S1 0.8050 0.8050 0.8097 0.8020
S2 0.7990 0.7990 0.8084
S3 0.7846 0.7906 0.8071
S4 0.7701 0.7761 0.8031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8202 0.8060 0.0142 1.8% 0.0065 0.8% 30% False True 69,388
10 0.8255 0.8060 0.0195 2.4% 0.0066 0.8% 22% False True 76,889
20 0.8293 0.7906 0.0387 4.8% 0.0077 1.0% 51% False False 43,456
40 0.8293 0.7836 0.0457 5.6% 0.0063 0.8% 58% False False 21,950
60 0.8293 0.7701 0.0592 7.3% 0.0062 0.8% 68% False False 14,757
80 0.8293 0.7422 0.0871 10.8% 0.0058 0.7% 78% False False 11,154
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8349
2.618 0.8259
1.618 0.8204
1.000 0.8170
0.618 0.8149
HIGH 0.8115
0.618 0.8094
0.500 0.8088
0.382 0.8081
LOW 0.8060
0.618 0.8026
1.000 0.8005
1.618 0.7971
2.618 0.7916
4.250 0.7826
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 0.8098 0.8112
PP 0.8093 0.8109
S1 0.8088 0.8106

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

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