CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 0.7833 0.7844 0.0011 0.1% 0.7883
High 0.7859 0.7868 0.0009 0.1% 0.7891
Low 0.7826 0.7800 -0.0026 -0.3% 0.7800
Close 0.7845 0.7838 -0.0007 -0.1% 0.7838
Range 0.0034 0.0068 0.0034 103.0% 0.0091
ATR 0.0049 0.0050 0.0001 2.8% 0.0000
Volume 56,442 86,217 29,775 52.8% 337,271
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8039 0.8006 0.7875
R3 0.7971 0.7938 0.7856
R2 0.7903 0.7903 0.7850
R1 0.7870 0.7870 0.7844 0.7853
PP 0.7835 0.7835 0.7835 0.7826
S1 0.7802 0.7802 0.7831 0.7785
S2 0.7767 0.7767 0.7825
S3 0.7699 0.7734 0.7819
S4 0.7631 0.7666 0.7800
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8114 0.8066 0.7887
R3 0.8024 0.7976 0.7862
R2 0.7933 0.7933 0.7854
R1 0.7885 0.7885 0.7846 0.7864
PP 0.7843 0.7843 0.7843 0.7832
S1 0.7795 0.7795 0.7829 0.7774
S2 0.7752 0.7752 0.7821
S3 0.7662 0.7704 0.7813
S4 0.7571 0.7614 0.7788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7891 0.7800 0.0091 1.2% 0.0047 0.6% 41% False True 67,454
10 0.7898 0.7800 0.0098 1.2% 0.0045 0.6% 38% False True 62,124
20 0.7931 0.7745 0.0186 2.4% 0.0050 0.6% 50% False False 72,625
40 0.8125 0.7745 0.0380 4.8% 0.0051 0.7% 24% False False 69,063
60 0.8293 0.7745 0.0548 7.0% 0.0060 0.8% 17% False False 58,605
80 0.8293 0.7745 0.0548 7.0% 0.0058 0.7% 17% False False 44,062
100 0.8293 0.7687 0.0606 7.7% 0.0057 0.7% 25% False False 35,319
120 0.8293 0.7411 0.0882 11.3% 0.0056 0.7% 48% False False 29,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8046
1.618 0.7978
1.000 0.7936
0.618 0.7910
HIGH 0.7868
0.618 0.7842
0.500 0.7834
0.382 0.7826
LOW 0.7800
0.618 0.7758
1.000 0.7732
1.618 0.7690
2.618 0.7622
4.250 0.7511
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 0.7836 0.7836
PP 0.7835 0.7835
S1 0.7834 0.7834

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

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