CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 0.7761 0.7776 0.0015 0.2% 0.7921
High 0.7782 0.7816 0.0034 0.4% 0.7931
Low 0.7749 0.7769 0.0021 0.3% 0.7745
Close 0.7767 0.7809 0.0043 0.5% 0.7786
Range 0.0034 0.0046 0.0013 38.8% 0.0186
ATR 0.0054 0.0054 0.0000 -0.7% 0.0000
Volume 67,054 70,117 3,063 4.6% 462,973
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7937 0.7920 0.7835
R3 0.7891 0.7873 0.7822
R2 0.7844 0.7844 0.7818
R1 0.7827 0.7827 0.7813 0.7836
PP 0.7798 0.7798 0.7798 0.7802
S1 0.7780 0.7780 0.7805 0.7789
S2 0.7751 0.7751 0.7800
S3 0.7705 0.7734 0.7796
S4 0.7658 0.7687 0.7783
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 0.7816 0.7745 0.0071 0.9% 0.0046 0.6% 91% True False 74,968
10 0.8018 0.7745 0.0273 3.5% 0.0056 0.7% 23% False False 85,428
20 0.8047 0.7745 0.0302 3.9% 0.0050 0.6% 21% False False 72,628
40 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 12% False False 69,252
60 0.8293 0.7745 0.0548 7.0% 0.0060 0.8% 12% False False 46,865
80 0.8293 0.7745 0.0548 7.0% 0.0059 0.8% 12% False False 35,239
100 0.8293 0.7514 0.0780 10.0% 0.0058 0.7% 38% False False 28,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7937
1.618 0.7891
1.000 0.7862
0.618 0.7844
HIGH 0.7816
0.618 0.7798
0.500 0.7792
0.382 0.7787
LOW 0.7769
0.618 0.7740
1.000 0.7723
1.618 0.7694
2.618 0.7647
4.250 0.7571
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 0.7803 0.7800
PP 0.7798 0.7790
S1 0.7792 0.7781

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

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