CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 0.8016 0.8017 0.0001 0.0% 0.7982
High 0.8035 0.8023 -0.0012 -0.1% 0.8047
Low 0.7990 0.7966 -0.0025 -0.3% 0.7966
Close 0.8017 0.7989 -0.0027 -0.3% 0.8017
Range 0.0045 0.0057 0.0013 28.1% 0.0081
ATR 0.0056 0.0056 0.0000 0.2% 0.0000
Volume 65,562 67,351 1,789 2.7% 264,041
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8163 0.8133 0.8020
R3 0.8106 0.8076 0.8005
R2 0.8049 0.8049 0.7999
R1 0.8019 0.8019 0.7994 0.8006
PP 0.7992 0.7992 0.7992 0.7986
S1 0.7962 0.7962 0.7984 0.7949
S2 0.7935 0.7935 0.7979
S3 0.7878 0.7905 0.7973
S4 0.7821 0.7848 0.7958
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8251 0.8214 0.8061
R3 0.8171 0.8134 0.8039
R2 0.8090 0.8090 0.8031
R1 0.8053 0.8053 0.8024 0.8072
PP 0.8010 0.8010 0.8010 0.8019
S1 0.7973 0.7973 0.8009 0.7991
S2 0.7929 0.7929 0.8002
S3 0.7849 0.7892 0.7994
S4 0.7768 0.7812 0.7972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8047 0.7966 0.0081 1.0% 0.0047 0.6% 29% False True 61,048
10 0.8047 0.7940 0.0107 1.3% 0.0045 0.6% 46% False False 57,107
20 0.8202 0.7940 0.0263 3.3% 0.0054 0.7% 19% False False 64,714
40 0.8293 0.7906 0.0387 4.9% 0.0062 0.8% 22% False False 43,942
60 0.8293 0.7836 0.0457 5.7% 0.0061 0.8% 33% False False 29,448
80 0.8293 0.7536 0.0757 9.5% 0.0059 0.7% 60% False False 22,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8265
2.618 0.8172
1.618 0.8115
1.000 0.8080
0.618 0.8058
HIGH 0.8023
0.618 0.8001
0.500 0.7994
0.382 0.7987
LOW 0.7966
0.618 0.7930
1.000 0.7909
1.618 0.7873
2.618 0.7816
4.250 0.7723
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 0.7994 0.8006
PP 0.7992 0.8000
S1 0.7991 0.7995

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

View Archives - Comment on this page... - Back to Index of Symbols