CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 07-Dec-2017
Day Change Summary
Previous Current
06-Dec-2017 07-Dec-2017 Change Change % Previous Week
Open 0.7886 0.7829 -0.0057 -0.7% 0.7878
High 0.7914 0.7833 -0.0081 -1.0% 0.7895
Low 0.7820 0.7783 -0.0037 -0.5% 0.7758
Close 0.7824 0.7786 -0.0038 -0.5% 0.7887
Range 0.0094 0.0050 -0.0044 -47.3% 0.0137
ATR 0.0053 0.0053 0.0000 -0.5% 0.0000
Volume 3,112 2,977 -135 -4.3% 5,793
Daily Pivots for day following 07-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7949 0.7917 0.7813
R3 0.7900 0.7868 0.7800
R2 0.7850 0.7850 0.7795
R1 0.7818 0.7818 0.7791 0.7809
PP 0.7801 0.7801 0.7801 0.7796
S1 0.7769 0.7769 0.7781 0.7760
S2 0.7751 0.7751 0.7777
S3 0.7702 0.7719 0.7772
S4 0.7652 0.7670 0.7759
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 0.7764 0.0167 2.1% 0.0073 0.9% 13% False False 2,510
10 0.7931 0.7758 0.0173 2.2% 0.0057 0.7% 16% False False 1,595
20 0.7931 0.7758 0.0173 2.2% 0.0049 0.6% 16% False False 976
40 0.8044 0.7754 0.0290 3.7% 0.0048 0.6% 11% False False 572
60 0.8250 0.7754 0.0496 6.4% 0.0050 0.6% 6% False False 410
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8043
2.618 0.7962
1.618 0.7913
1.000 0.7882
0.618 0.7863
HIGH 0.7833
0.618 0.7814
0.500 0.7808
0.382 0.7802
LOW 0.7783
0.618 0.7752
1.000 0.7734
1.618 0.7703
2.618 0.7653
4.250 0.7573
Fisher Pivots for day following 07-Dec-2017
Pivot 1 day 3 day
R1 0.7808 0.7857
PP 0.7801 0.7833
S1 0.7793 0.7810

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

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