CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 0.7961 0.7982 0.0021 0.3% 0.8018
High 0.7987 0.7987 0.0000 0.0% 0.8036
Low 0.7940 0.7966 0.0027 0.3% 0.7940
Close 0.7984 0.7973 -0.0011 -0.1% 0.7984
Range 0.0048 0.0021 -0.0027 -55.8% 0.0097
ATR 0.0063 0.0060 -0.0003 -4.7% 0.0000
Volume 70,308 26,148 -44,160 -62.8% 296,619
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8038 0.8027 0.7985
R3 0.8017 0.8006 0.7979
R2 0.7996 0.7996 0.7977
R1 0.7985 0.7985 0.7975 0.7980
PP 0.7975 0.7975 0.7975 0.7973
S1 0.7964 0.7964 0.7971 0.7959
S2 0.7954 0.7954 0.7969
S3 0.7933 0.7943 0.7967
S4 0.7912 0.7922 0.7961
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8276 0.8227 0.8037
R3 0.8180 0.8130 0.8011
R2 0.8083 0.8083 0.8002
R1 0.8034 0.8034 0.7993 0.8010
PP 0.7987 0.7987 0.7987 0.7975
S1 0.7937 0.7937 0.7975 0.7914
S2 0.7890 0.7890 0.7966
S3 0.7794 0.7841 0.7957
S4 0.7697 0.7744 0.7931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8036 0.7940 0.0097 1.2% 0.0043 0.5% 35% False False 53,165
10 0.8115 0.7940 0.0176 2.2% 0.0054 0.7% 19% False False 64,914
20 0.8279 0.7940 0.0340 4.3% 0.0061 0.8% 10% False False 69,107
40 0.8293 0.7836 0.0457 5.7% 0.0064 0.8% 30% False False 36,372
60 0.8293 0.7836 0.0457 5.7% 0.0061 0.8% 30% False False 24,377
80 0.8293 0.7514 0.0780 9.8% 0.0059 0.7% 59% False False 18,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 0.8076
2.618 0.8042
1.618 0.8021
1.000 0.8008
0.618 0.8000
HIGH 0.7987
0.618 0.7979
0.500 0.7977
0.382 0.7974
LOW 0.7966
0.618 0.7953
1.000 0.7945
1.618 0.7932
2.618 0.7911
4.250 0.7877
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 0.7977 0.7984
PP 0.7975 0.7980
S1 0.7974 0.7977

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

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