CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 0.7869 0.7836 -0.0033 -0.4% 0.7833
High 0.7888 0.7842 -0.0046 -0.6% 0.7893
Low 0.7832 0.7799 -0.0033 -0.4% 0.7793
Close 0.7838 0.7804 -0.0035 -0.4% 0.7868
Range 0.0056 0.0043 -0.0013 -23.9% 0.0101
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 65,237 68,766 3,529 5.4% 258,645
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7944 0.7917 0.7827
R3 0.7901 0.7874 0.7815
R2 0.7858 0.7858 0.7811
R1 0.7831 0.7831 0.7807 0.7823
PP 0.7815 0.7815 0.7815 0.7811
S1 0.7788 0.7788 0.7800 0.7780
S2 0.7772 0.7772 0.7796
S3 0.7729 0.7745 0.7792
S4 0.7686 0.7702 0.7780
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8153 0.8111 0.7923
R3 0.8052 0.8010 0.7896
R2 0.7952 0.7952 0.7886
R1 0.7910 0.7910 0.7877 0.7931
PP 0.7851 0.7851 0.7851 0.7862
S1 0.7809 0.7809 0.7859 0.7830
S2 0.7751 0.7751 0.7850
S3 0.7650 0.7709 0.7840
S4 0.7550 0.7608 0.7813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7893 0.7793 0.0101 1.3% 0.0051 0.7% 11% False False 67,468
10 0.7893 0.7793 0.0101 1.3% 0.0049 0.6% 11% False False 68,525
20 0.7898 0.7746 0.0152 1.9% 0.0048 0.6% 38% False False 66,048
40 0.8047 0.7745 0.0302 3.9% 0.0049 0.6% 19% False False 68,094
60 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 11% False False 64,994
80 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 11% False False 48,936
100 0.8293 0.7742 0.0551 7.1% 0.0058 0.7% 11% False False 39,226
120 0.8293 0.7422 0.0871 11.2% 0.0057 0.7% 44% False False 32,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8025
2.618 0.7955
1.618 0.7912
1.000 0.7885
0.618 0.7869
HIGH 0.7842
0.618 0.7826
0.500 0.7821
0.382 0.7815
LOW 0.7799
0.618 0.7772
1.000 0.7756
1.618 0.7729
2.618 0.7686
4.250 0.7616
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 0.7821 0.7846
PP 0.7815 0.7832
S1 0.7809 0.7818

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

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