CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 0.7780 0.7780 -0.0001 0.0% 0.7872
High 0.7810 0.7794 -0.0016 -0.2% 0.7923
Low 0.7764 0.7772 0.0007 0.1% 0.7764
Close 0.7773 0.7782 0.0009 0.1% 0.7773
Range 0.0046 0.0023 -0.0023 -51.1% 0.0158
ATR 0.0055 0.0053 -0.0002 -4.2% 0.0000
Volume 72,106 60,657 -11,449 -15.9% 369,644
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7850 0.7839 0.7794
R3 0.7828 0.7816 0.7788
R2 0.7805 0.7805 0.7786
R1 0.7794 0.7794 0.7784 0.7799
PP 0.7783 0.7783 0.7783 0.7785
S1 0.7771 0.7771 0.7780 0.7777
S2 0.7760 0.7760 0.7778
S3 0.7737 0.7748 0.7776
S4 0.7715 0.7726 0.7770
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8295 0.8193 0.7860
R3 0.8137 0.8034 0.7817
R2 0.7978 0.7978 0.7802
R1 0.7876 0.7876 0.7788 0.7848
PP 0.7820 0.7820 0.7820 0.7806
S1 0.7717 0.7717 0.7758 0.7689
S2 0.7661 0.7661 0.7744
S3 0.7503 0.7559 0.7729
S4 0.7344 0.7400 0.7686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7923 0.7764 0.0158 2.0% 0.0053 0.7% 11% False False 71,217
10 0.7923 0.7748 0.0175 2.2% 0.0056 0.7% 19% False False 82,372
20 0.7923 0.7748 0.0175 2.2% 0.0052 0.7% 19% False False 74,243
40 0.8035 0.7745 0.0290 3.7% 0.0052 0.7% 13% False False 74,375
60 0.8219 0.7745 0.0474 6.1% 0.0054 0.7% 8% False False 71,496
80 0.8293 0.7745 0.0548 7.0% 0.0058 0.7% 7% False False 58,324
100 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 7% False False 46,748
120 0.8293 0.7521 0.0772 9.9% 0.0057 0.7% 34% False False 39,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7890
2.618 0.7853
1.618 0.7830
1.000 0.7817
0.618 0.7808
HIGH 0.7794
0.618 0.7785
0.500 0.7783
0.382 0.7780
LOW 0.7772
0.618 0.7758
1.000 0.7749
1.618 0.7735
2.618 0.7713
4.250 0.7676
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 0.7783 0.7793
PP 0.7783 0.7789
S1 0.7782 0.7786

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

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