CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 0.8017 0.7992 -0.0025 -0.3% 0.7982
High 0.8023 0.7995 -0.0028 -0.3% 0.8047
Low 0.7966 0.7945 -0.0020 -0.3% 0.7966
Close 0.7989 0.7977 -0.0013 -0.2% 0.8017
Range 0.0057 0.0049 -0.0008 -13.2% 0.0081
ATR 0.0056 0.0055 0.0000 -0.8% 0.0000
Volume 67,351 65,961 -1,390 -2.1% 264,041
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8120 0.8098 0.8004
R3 0.8071 0.8048 0.7990
R2 0.8021 0.8021 0.7986
R1 0.7999 0.7999 0.7981 0.7986
PP 0.7972 0.7972 0.7972 0.7965
S1 0.7950 0.7950 0.7972 0.7936
S2 0.7923 0.7923 0.7967
S3 0.7873 0.7900 0.7963
S4 0.7824 0.7851 0.7949
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 0.7945 0.0102 1.3% 0.0048 0.6% 31% False True 63,602
10 0.8047 0.7940 0.0107 1.3% 0.0046 0.6% 35% False False 59,019
20 0.8202 0.7940 0.0263 3.3% 0.0055 0.7% 14% False False 64,949
40 0.8293 0.7906 0.0387 4.9% 0.0063 0.8% 18% False False 45,581
60 0.8293 0.7836 0.0457 5.7% 0.0061 0.8% 31% False False 30,543
80 0.8293 0.7558 0.0735 9.2% 0.0059 0.7% 57% False False 22,990
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8205
2.618 0.8124
1.618 0.8075
1.000 0.8044
0.618 0.8025
HIGH 0.7995
0.618 0.7976
0.500 0.7970
0.382 0.7964
LOW 0.7945
0.618 0.7914
1.000 0.7896
1.618 0.7865
2.618 0.7815
4.250 0.7735
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 0.7974 0.7990
PP 0.7972 0.7985
S1 0.7970 0.7981

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

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