CME Canadian Dollar Future December 2017

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	0.7989	0.8027	0.0038	0.5%	0.7982
High	0.8030	0.8035	0.0005	0.1%	0.8047
Low	0.7982	0.8007	0.0025	0.3%	0.7966
Close	0.8027	0.8011	-0.0016	-0.2%	0.8017
Range	0.0048	0.0029	-0.0020	-41.2%	0.0081
ATR	0.0055	0.0053	-0.0002	-3.5%	0.0000
Volume	71,840	58,787	-13,053	-18.2%	264,041

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8103	0.8086	0.8027
R3	0.8075	0.8057	0.8019
R2	0.8046	0.8046	0.8016
R1	0.8029	0.8029	0.8014	0.8023
PP	0.8018	0.8018	0.8018	0.8015
S1	0.8000	0.8000	0.8008	0.7995
S2	0.7989	0.7989	0.8006
S3	0.7961	0.7972	0.8003
S4	0.7932	0.7943	0.7995

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	0.8035	0.7945	0.0090	1.1%	0.0046	0.6%	73%	True	False	65,900
10	0.8047	0.7940	0.0107	1.3%	0.0043	0.5%	67%	False	False	59,828
20	0.8165	0.7940	0.0225	2.8%	0.0051	0.6%	32%	False	False	63,908
40	0.8293	0.7906	0.0387	4.8%	0.0063	0.8%	27%	False	False	48,826
60	0.8293	0.7836	0.0457	5.7%	0.0060	0.8%	38%	False	False	32,705
80	0.8293	0.7599	0.0695	8.7%	0.0059	0.7%	59%	False	False	24,613
100	0.8293	0.7411	0.0882	11.0%	0.0056	0.7%	68%	False	False	19,752

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	0.0010
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8156
2.618	0.8110
1.618	0.8081
1.000	0.8064
0.618	0.8053
HIGH	0.8035
0.618	0.8024
0.500	0.8021
0.382	0.8017
LOW	0.8007
0.618	0.7989
1.000	0.7978
1.618	0.7960
2.618	0.7932
4.250	0.7885

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	0.8021	0.8004
PP	0.8018	0.7997
S1	0.8014	0.7990

Download as Excel Spreadsheet

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

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