CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 0.8027 0.8011 -0.0016 -0.2% 0.8017
High 0.8035 0.8018 -0.0017 -0.2% 0.8035
Low 0.8007 0.7920 -0.0087 -1.1% 0.7920
Close 0.8011 0.7923 -0.0089 -1.1% 0.7923
Range 0.0029 0.0098 0.0069 243.9% 0.0115
ATR 0.0053 0.0056 0.0003 6.0% 0.0000
Volume 58,787 110,971 52,184 88.8% 374,910
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8247 0.8183 0.7976
R3 0.8149 0.8085 0.7949
R2 0.8051 0.8051 0.7940
R1 0.7987 0.7987 0.7931 0.7970
PP 0.7954 0.7954 0.7954 0.7945
S1 0.7889 0.7889 0.7914 0.7872
S2 0.7856 0.7856 0.7905
S3 0.7758 0.7791 0.7896
S4 0.7660 0.7693 0.7869
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8304 0.8228 0.7986
R3 0.8189 0.8113 0.7954
R2 0.8074 0.8074 0.7944
R1 0.7998 0.7998 0.7933 0.7979
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7883 0.7883 0.7912 0.7864
S2 0.7844 0.7844 0.7901
S3 0.7729 0.7768 0.7891
S4 0.7614 0.7653 0.7859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8035 0.7920 0.0115 1.5% 0.0056 0.7% 2% False True 74,982
10 0.8047 0.7920 0.0127 1.6% 0.0048 0.6% 2% False True 63,895
20 0.8125 0.7920 0.0205 2.6% 0.0053 0.7% 1% False True 65,502
40 0.8293 0.7906 0.0387 4.9% 0.0065 0.8% 4% False False 51,596
60 0.8293 0.7836 0.0457 5.8% 0.0060 0.8% 19% False False 34,541
80 0.8293 0.7687 0.0606 7.7% 0.0059 0.7% 39% False False 25,993
100 0.8293 0.7411 0.0882 11.1% 0.0057 0.7% 58% False False 20,861
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 0.0008
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8434
2.618 0.8275
1.618 0.8177
1.000 0.8116
0.618 0.8079
HIGH 0.8018
0.618 0.7981
0.500 0.7969
0.382 0.7957
LOW 0.7920
0.618 0.7859
1.000 0.7822
1.618 0.7761
2.618 0.7663
4.250 0.7504
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 0.7969 0.7978
PP 0.7954 0.7959
S1 0.7938 0.7941

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

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