CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 0.7799 0.7761 -0.0038 -0.5% 0.7921
High 0.7802 0.7782 -0.0020 -0.2% 0.7931
Low 0.7746 0.7749 0.0003 0.0% 0.7745
Close 0.7758 0.7767 0.0009 0.1% 0.7786
Range 0.0056 0.0034 -0.0023 -40.2% 0.0186
ATR 0.0056 0.0054 -0.0002 -2.9% 0.0000
Volume 81,957 67,054 -14,903 -18.2% 462,973
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7866 0.7850 0.7785
R3 0.7833 0.7816 0.7776
R2 0.7799 0.7799 0.7773
R1 0.7783 0.7783 0.7770 0.7791
PP 0.7766 0.7766 0.7766 0.7770
S1 0.7749 0.7749 0.7763 0.7758
S2 0.7732 0.7732 0.7760
S3 0.7699 0.7716 0.7757
S4 0.7665 0.7682 0.7748
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8377 0.8267 0.7888
R3 0.8191 0.8081 0.7837
R2 0.8006 0.8006 0.7820
R1 0.7896 0.7896 0.7803 0.7858
PP 0.7820 0.7820 0.7820 0.7802
S1 0.7710 0.7710 0.7768 0.7672
S2 0.7635 0.7635 0.7751
S3 0.7449 0.7525 0.7734
S4 0.7264 0.7339 0.7683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7828 0.7745 0.0083 1.1% 0.0047 0.6% 26% False False 79,212
10 0.8035 0.7745 0.0290 3.7% 0.0055 0.7% 7% False False 84,295
20 0.8047 0.7745 0.0302 3.9% 0.0051 0.7% 7% False False 72,738
40 0.8293 0.7745 0.0548 7.1% 0.0058 0.7% 4% False False 67,690
60 0.8293 0.7745 0.0548 7.1% 0.0060 0.8% 4% False False 45,702
80 0.8293 0.7744 0.0549 7.1% 0.0060 0.8% 4% False False 34,371
100 0.8293 0.7514 0.0780 10.0% 0.0058 0.7% 32% False False 27,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7870
1.618 0.7836
1.000 0.7816
0.618 0.7803
HIGH 0.7782
0.618 0.7769
0.500 0.7765
0.382 0.7761
LOW 0.7749
0.618 0.7728
1.000 0.7715
1.618 0.7694
2.618 0.7661
4.250 0.7606
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 0.7766 0.7777
PP 0.7766 0.7773
S1 0.7765 0.7770

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

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