CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 0.8019 0.8047 0.0028 0.3% 0.8110
High 0.8058 0.8057 -0.0001 0.0% 0.8125
Low 0.7992 0.7983 -0.0009 -0.1% 0.7983
Close 0.8053 0.8026 -0.0027 -0.3% 0.8026
Range 0.0067 0.0074 0.0008 11.3% 0.0142
ATR 0.0069 0.0069 0.0000 0.5% 0.0000
Volume 75,476 75,945 469 0.6% 374,470
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8244 0.8209 0.8066
R3 0.8170 0.8135 0.8046
R2 0.8096 0.8096 0.8039
R1 0.8061 0.8061 0.8032 0.8041
PP 0.8022 0.8022 0.8022 0.8012
S1 0.7987 0.7987 0.8019 0.7967
S2 0.7948 0.7948 0.8012
S3 0.7874 0.7913 0.8005
S4 0.7800 0.7839 0.7985
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8471 0.8390 0.8104
R3 0.8329 0.8248 0.8065
R2 0.8187 0.8187 0.8052
R1 0.8106 0.8106 0.8039 0.8075
PP 0.8045 0.8045 0.8045 0.8029
S1 0.7964 0.7964 0.8012 0.7933
S2 0.7902 0.7902 0.7999
S3 0.7760 0.7822 0.7986
S4 0.7618 0.7680 0.7947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8125 0.7983 0.0142 1.8% 0.0068 0.8% 30% False True 74,894
10 0.8219 0.7983 0.0236 2.9% 0.0071 0.9% 18% False True 75,410
20 0.8293 0.7983 0.0310 3.9% 0.0075 0.9% 14% False True 56,116
40 0.8293 0.7836 0.0457 5.7% 0.0065 0.8% 41% False False 28,365
60 0.8293 0.7712 0.0581 7.2% 0.0064 0.8% 54% False False 19,036
80 0.8293 0.7422 0.0871 10.9% 0.0060 0.7% 69% False False 14,371
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8372
2.618 0.8251
1.618 0.8177
1.000 0.8131
0.618 0.8103
HIGH 0.8057
0.618 0.8029
0.500 0.8020
0.382 0.8011
LOW 0.7983
0.618 0.7937
1.000 0.7909
1.618 0.7863
2.618 0.7789
4.250 0.7668
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 0.8024 0.8047
PP 0.8022 0.8040
S1 0.8020 0.8033

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

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