CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 0.8009 0.8018 0.0009 0.1% 0.8110
High 0.8036 0.8028 -0.0008 -0.1% 0.8125
Low 0.8004 0.7950 -0.0055 -0.7% 0.7983
Close 0.8019 0.7958 -0.0062 -0.8% 0.8026
Range 0.0032 0.0078 0.0047 145.3% 0.0142
ATR 0.0063 0.0064 0.0001 1.8% 0.0000
Volume 50,230 72,304 22,074 43.9% 374,470
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8214 0.8164 0.8001
R3 0.8135 0.8086 0.7979
R2 0.8057 0.8057 0.7972
R1 0.8007 0.8007 0.7965 0.7993
PP 0.7978 0.7978 0.7978 0.7971
S1 0.7929 0.7929 0.7950 0.7914
S2 0.7900 0.7900 0.7943
S3 0.7821 0.7850 0.7936
S4 0.7743 0.7772 0.7914
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 0.8057 0.7950 0.0108 1.4% 0.0052 0.6% 7% False True 60,451
10 0.8165 0.7950 0.0215 2.7% 0.0059 0.7% 4% False True 67,988
20 0.8293 0.7950 0.0343 4.3% 0.0063 0.8% 2% False True 65,876
40 0.8293 0.7836 0.0457 5.7% 0.0065 0.8% 27% False False 33,983
60 0.8293 0.7836 0.0457 5.7% 0.0062 0.8% 27% False False 22,776
80 0.8293 0.7514 0.0780 9.8% 0.0060 0.7% 57% False False 17,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8362
2.618 0.8234
1.618 0.8155
1.000 0.8106
0.618 0.8077
HIGH 0.8028
0.618 0.7998
0.500 0.7989
0.382 0.7979
LOW 0.7950
0.618 0.7901
1.000 0.7871
1.618 0.7822
2.618 0.7744
4.250 0.7616
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 0.7989 0.7993
PP 0.7978 0.7981
S1 0.7968 0.7969

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

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