CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 0.7972 0.7994 0.0022 0.3% 0.8018
High 0.8014 0.8034 0.0020 0.2% 0.8036
Low 0.7968 0.7984 0.0016 0.2% 0.7940
Close 0.7997 0.8019 0.0022 0.3% 0.7984
Range 0.0046 0.0051 0.0004 9.8% 0.0097
ATR 0.0059 0.0058 -0.0001 -1.0% 0.0000
Volume 53,193 54,749 1,556 2.9% 296,619
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8164 0.8142 0.8046
R3 0.8113 0.8091 0.8032
R2 0.8063 0.8063 0.8028
R1 0.8041 0.8041 0.8023 0.8052
PP 0.8012 0.8012 0.8012 0.8018
S1 0.7990 0.7990 0.8014 0.8001
S2 0.7962 0.7962 0.8009
S3 0.7911 0.7940 0.8005
S4 0.7861 0.7889 0.7991
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 0.8034 0.7940 0.0095 1.2% 0.0049 0.6% 84% True False 55,340
10 0.8058 0.7940 0.0119 1.5% 0.0049 0.6% 67% False False 58,213
20 0.8255 0.7940 0.0316 3.9% 0.0059 0.7% 25% False False 69,735
40 0.8293 0.7842 0.0451 5.6% 0.0065 0.8% 39% False False 39,046
60 0.8293 0.7836 0.0457 5.7% 0.0061 0.8% 40% False False 26,171
80 0.8293 0.7514 0.0780 9.7% 0.0060 0.7% 65% False False 19,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8166
1.618 0.8116
1.000 0.8085
0.618 0.8065
HIGH 0.8034
0.618 0.8015
0.500 0.8009
0.382 0.8003
LOW 0.7984
0.618 0.7952
1.000 0.7933
1.618 0.7902
2.618 0.7851
4.250 0.7769
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 0.8015 0.8012
PP 0.8012 0.8006
S1 0.8009 0.8000

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

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