CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 0.7807 0.7838 0.0031 0.4% 0.7802
High 0.7867 0.7875 0.0008 0.1% 0.7867
Low 0.7793 0.7825 0.0032 0.4% 0.7746
Close 0.7839 0.7865 0.0026 0.3% 0.7839
Range 0.0074 0.0050 -0.0024 -32.4% 0.0122
ATR 0.0055 0.0055 0.0000 -0.7% 0.0000
Volume 87,957 49,502 -38,455 -43.7% 368,301
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8005 0.7985 0.7892
R3 0.7955 0.7935 0.7878
R2 0.7905 0.7905 0.7874
R1 0.7885 0.7885 0.7869 0.7895
PP 0.7855 0.7855 0.7855 0.7860
S1 0.7835 0.7835 0.7860 0.7845
S2 0.7805 0.7805 0.7855
S3 0.7755 0.7785 0.7851
S4 0.7705 0.7735 0.7837
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8182 0.8132 0.7905
R3 0.8060 0.8010 0.7872
R2 0.7939 0.7939 0.7861
R1 0.7889 0.7889 0.7850 0.7914
PP 0.7817 0.7817 0.7817 0.7830
S1 0.7767 0.7767 0.7827 0.7792
S2 0.7695 0.7695 0.7816
S3 0.7574 0.7645 0.7805
S4 0.7452 0.7524 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7875 0.7746 0.0130 1.6% 0.0052 0.7% 92% True False 71,317
10 0.7926 0.7745 0.0181 2.3% 0.0056 0.7% 66% False False 81,493
20 0.8047 0.7745 0.0302 3.8% 0.0053 0.7% 40% False False 74,678
40 0.8279 0.7745 0.0534 6.8% 0.0057 0.7% 22% False False 71,892
60 0.8293 0.7745 0.0548 7.0% 0.0060 0.8% 22% False False 49,141
80 0.8293 0.7745 0.0548 7.0% 0.0059 0.8% 22% False False 36,952
100 0.8293 0.7514 0.0780 9.9% 0.0058 0.7% 45% False False 29,637
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8088
2.618 0.8006
1.618 0.7956
1.000 0.7925
0.618 0.7906
HIGH 0.7875
0.618 0.7856
0.500 0.7850
0.382 0.7844
LOW 0.7825
0.618 0.7794
1.000 0.7775
1.618 0.7744
2.618 0.7694
4.250 0.7613
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 0.7860 0.7850
PP 0.7855 0.7836
S1 0.7850 0.7822

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

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