CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 0.7844 0.7833 -0.0011 -0.1% 0.7883
High 0.7868 0.7843 -0.0026 -0.3% 0.7891
Low 0.7800 0.7801 0.0001 0.0% 0.7800
Close 0.7838 0.7809 -0.0029 -0.4% 0.7838
Range 0.0068 0.0042 -0.0027 -39.0% 0.0091
ATR 0.0050 0.0050 -0.0001 -1.3% 0.0000
Volume 86,217 55,306 -30,911 -35.9% 337,271
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7942 0.7917 0.7832
R3 0.7901 0.7876 0.7820
R2 0.7859 0.7859 0.7817
R1 0.7834 0.7834 0.7813 0.7826
PP 0.7818 0.7818 0.7818 0.7813
S1 0.7793 0.7793 0.7805 0.7784
S2 0.7776 0.7776 0.7801
S3 0.7735 0.7751 0.7798
S4 0.7693 0.7710 0.7786
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 0.7877 0.7800 0.0077 1.0% 0.0047 0.6% 12% False False 69,583
10 0.7898 0.7800 0.0098 1.2% 0.0044 0.6% 9% False False 62,704
20 0.7926 0.7745 0.0181 2.3% 0.0050 0.6% 35% False False 72,099
40 0.8115 0.7745 0.0370 4.7% 0.0051 0.7% 17% False False 69,244
60 0.8293 0.7745 0.0548 7.0% 0.0059 0.8% 12% False False 59,519
80 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 12% False False 44,747
100 0.8293 0.7701 0.0592 7.6% 0.0057 0.7% 18% False False 35,872
120 0.8293 0.7411 0.0882 11.3% 0.0056 0.7% 45% False False 29,949
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7951
1.618 0.7910
1.000 0.7884
0.618 0.7868
HIGH 0.7843
0.618 0.7827
0.500 0.7822
0.382 0.7817
LOW 0.7801
0.618 0.7775
1.000 0.7760
1.618 0.7734
2.618 0.7692
4.250 0.7625
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 0.7822 0.7834
PP 0.7818 0.7826
S1 0.7813 0.7817

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

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