CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 0.8105 0.8019 -0.0086 -1.1% 0.8208
High 0.8111 0.8058 -0.0053 -0.6% 0.8219
Low 0.8015 0.7992 -0.0024 -0.3% 0.8075
Close 0.8028 0.8053 0.0025 0.3% 0.8111
Range 0.0096 0.0067 -0.0029 -30.4% 0.0145
ATR 0.0069 0.0069 0.0000 -0.3% 0.0000
Volume 106,661 75,476 -31,185 -29.2% 379,633
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8234 0.8210 0.8089
R3 0.8167 0.8143 0.8071
R2 0.8101 0.8101 0.8065
R1 0.8077 0.8077 0.8059 0.8089
PP 0.8034 0.8034 0.8034 0.8040
S1 0.8010 0.8010 0.8046 0.8022
S2 0.7968 0.7968 0.8040
S3 0.7901 0.7944 0.8034
S4 0.7835 0.7877 0.8016
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 0.8165 0.7992 0.0173 2.1% 0.0066 0.8% 35% False True 75,526
10 0.8255 0.7992 0.0264 3.3% 0.0070 0.9% 23% False True 79,088
20 0.8293 0.7906 0.0387 4.8% 0.0078 1.0% 38% False False 52,438
40 0.8293 0.7836 0.0457 5.7% 0.0064 0.8% 47% False False 26,484
60 0.8293 0.7712 0.0581 7.2% 0.0063 0.8% 59% False False 17,772
80 0.8293 0.7422 0.0871 10.8% 0.0060 0.7% 72% False False 13,429
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8341
2.618 0.8232
1.618 0.8166
1.000 0.8125
0.618 0.8099
HIGH 0.8058
0.618 0.8033
0.500 0.8025
0.382 0.8017
LOW 0.7992
0.618 0.7950
1.000 0.7925
1.618 0.7884
2.618 0.7817
4.250 0.7709
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 0.8043 0.8053
PP 0.8034 0.8053
S1 0.8025 0.8053

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

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