CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 0.7879 0.7896 0.0017 0.2% 0.7878
High 0.7909 0.7931 0.0022 0.3% 0.7895
Low 0.7868 0.7883 0.0015 0.2% 0.7758
Close 0.7885 0.7886 0.0001 0.0% 0.7887
Range 0.0041 0.0049 0.0007 18.3% 0.0137
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 1,433 2,308 875 61.1% 5,793
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8045 0.8014 0.7912
R3 0.7997 0.7965 0.7899
R2 0.7948 0.7948 0.7894
R1 0.7917 0.7917 0.7890 0.7908
PP 0.7900 0.7900 0.7900 0.7895
S1 0.7868 0.7868 0.7881 0.7860
S2 0.7851 0.7851 0.7877
S3 0.7803 0.7820 0.7872
S4 0.7754 0.7771 0.7859
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8258 0.8209 0.7962
R3 0.8121 0.8072 0.7924
R2 0.7984 0.7984 0.7912
R1 0.7935 0.7935 0.7899 0.7959
PP 0.7847 0.7847 0.7847 0.7859
S1 0.7798 0.7798 0.7874 0.7822
S2 0.7709 0.7709 0.7861
S3 0.7572 0.7661 0.7849
S4 0.7435 0.7524 0.7811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7931 0.7758 0.0173 2.2% 0.0059 0.7% 74% True False 1,649
10 0.7931 0.7758 0.0173 2.2% 0.0053 0.7% 74% True False 1,044
20 0.7931 0.7758 0.0173 2.2% 0.0046 0.6% 74% True False 688
40 0.8044 0.7754 0.0290 3.7% 0.0046 0.6% 45% False False 424
60 0.8275 0.7754 0.0521 6.6% 0.0049 0.6% 25% False False 312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8137
2.618 0.8058
1.618 0.8009
1.000 0.7980
0.618 0.7961
HIGH 0.7931
0.618 0.7912
0.500 0.7907
0.382 0.7901
LOW 0.7883
0.618 0.7853
1.000 0.7834
1.618 0.7804
2.618 0.7756
4.250 0.7676
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 0.7907 0.7873
PP 0.7900 0.7860
S1 0.7893 0.7848

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

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