CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 0.7886 0.7883 -0.0003 0.0% 0.7838
High 0.7898 0.7891 -0.0007 -0.1% 0.7898
Low 0.7879 0.7851 -0.0029 -0.4% 0.7803
Close 0.7889 0.7860 -0.0030 -0.4% 0.7889
Range 0.0018 0.0040 0.0022 116.2% 0.0095
ATR 0.0052 0.0051 -0.0001 -1.6% 0.0000
Volume 54,653 44,661 -9,992 -18.3% 283,971
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7987 0.7963 0.7882
R3 0.7947 0.7923 0.7871
R2 0.7907 0.7907 0.7867
R1 0.7883 0.7883 0.7863 0.7875
PP 0.7867 0.7867 0.7867 0.7863
S1 0.7843 0.7843 0.7856 0.7835
S2 0.7827 0.7827 0.7852
S3 0.7787 0.7803 0.7849
S4 0.7747 0.7763 0.7838
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8148 0.8114 0.7941
R3 0.8053 0.8019 0.7915
R2 0.7958 0.7958 0.7906
R1 0.7924 0.7924 0.7898 0.7941
PP 0.7863 0.7863 0.7863 0.7872
S1 0.7829 0.7829 0.7880 0.7846
S2 0.7768 0.7768 0.7872
S3 0.7673 0.7734 0.7863
S4 0.7578 0.7639 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7803 0.0095 1.2% 0.0042 0.5% 60% False False 55,826
10 0.7898 0.7746 0.0152 1.9% 0.0047 0.6% 75% False False 63,571
20 0.8035 0.7745 0.0290 3.7% 0.0051 0.7% 39% False False 73,373
40 0.8202 0.7745 0.0457 5.8% 0.0053 0.7% 25% False False 69,043
60 0.8293 0.7745 0.0548 7.0% 0.0059 0.7% 21% False False 53,752
80 0.8293 0.7745 0.0548 7.0% 0.0058 0.7% 21% False False 40,429
100 0.8293 0.7536 0.0757 9.6% 0.0058 0.7% 43% False False 32,409
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8061
2.618 0.7995
1.618 0.7955
1.000 0.7931
0.618 0.7915
HIGH 0.7891
0.618 0.7875
0.500 0.7871
0.382 0.7866
LOW 0.7851
0.618 0.7826
1.000 0.7811
1.618 0.7786
2.618 0.7746
4.250 0.7681
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 0.7871 0.7874
PP 0.7867 0.7869
S1 0.7863 0.7864

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

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