CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 0.7808 0.7774 -0.0033 -0.4% 0.7833
High 0.7811 0.7784 -0.0028 -0.4% 0.7893
Low 0.7769 0.7748 -0.0021 -0.3% 0.7793
Close 0.7784 0.7752 -0.0032 -0.4% 0.7868
Range 0.0043 0.0036 -0.0007 -16.5% 0.0101
ATR 0.0049 0.0049 -0.0001 -1.9% 0.0000
Volume 79,874 85,650 5,776 7.2% 258,645
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7868 0.7845 0.7772
R3 0.7832 0.7810 0.7762
R2 0.7797 0.7797 0.7759
R1 0.7774 0.7774 0.7755 0.7768
PP 0.7761 0.7761 0.7761 0.7758
S1 0.7739 0.7739 0.7749 0.7732
S2 0.7726 0.7726 0.7745
S3 0.7690 0.7703 0.7742
S4 0.7655 0.7668 0.7732
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 0.7748 0.0145 1.9% 0.0045 0.6% 3% False True 72,709
10 0.7893 0.7748 0.0145 1.9% 0.0048 0.6% 3% False True 70,083
20 0.7898 0.7748 0.0150 1.9% 0.0047 0.6% 3% False True 66,874
40 0.8047 0.7745 0.0302 3.9% 0.0049 0.6% 2% False False 69,806
60 0.8293 0.7745 0.0548 7.1% 0.0054 0.7% 1% False False 67,418
80 0.8293 0.7745 0.0548 7.1% 0.0057 0.7% 1% False False 50,995
100 0.8293 0.7744 0.0549 7.1% 0.0058 0.7% 1% False False 40,871
120 0.8293 0.7514 0.0780 10.1% 0.0056 0.7% 31% False False 34,128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7934
2.618 0.7876
1.618 0.7841
1.000 0.7819
0.618 0.7805
HIGH 0.7784
0.618 0.7770
0.500 0.7766
0.382 0.7762
LOW 0.7748
0.618 0.7726
1.000 0.7713
1.618 0.7691
2.618 0.7655
4.250 0.7597
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 0.7766 0.7795
PP 0.7761 0.7781
S1 0.7757 0.7766

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

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