CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 08-Dec-2017
Day Change Summary
Previous Current
07-Dec-2017 08-Dec-2017 Change Change % Previous Week
Open 0.7829 0.7791 -0.0038 -0.5% 0.7879
High 0.7833 0.7821 -0.0012 -0.2% 0.7931
Low 0.7783 0.7776 -0.0007 -0.1% 0.7776
Close 0.7786 0.7785 -0.0001 0.0% 0.7785
Range 0.0050 0.0045 -0.0005 -10.1% 0.0155
ATR 0.0053 0.0052 -0.0001 -1.2% 0.0000
Volume 2,977 8,311 5,334 179.2% 18,141
Daily Pivots for day following 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7927 0.7900 0.7809
R3 0.7883 0.7856 0.7797
R2 0.7838 0.7838 0.7793
R1 0.7811 0.7811 0.7789 0.7803
PP 0.7794 0.7794 0.7794 0.7789
S1 0.7767 0.7767 0.7780 0.7758
S2 0.7749 0.7749 0.7776
S3 0.7705 0.7722 0.7772
S4 0.7660 0.7678 0.7760
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8296 0.8195 0.7870
R3 0.8141 0.8040 0.7827
R2 0.7986 0.7986 0.7813
R1 0.7885 0.7885 0.7799 0.7858
PP 0.7831 0.7831 0.7831 0.7817
S1 0.7730 0.7730 0.7770 0.7703
S2 0.7676 0.7676 0.7756
S3 0.7521 0.7575 0.7742
S4 0.7366 0.7420 0.7699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7931 0.7776 0.0155 2.0% 0.0056 0.7% 5% False True 3,628
10 0.7931 0.7758 0.0173 2.2% 0.0057 0.7% 15% False False 2,393
20 0.7931 0.7758 0.0173 2.2% 0.0049 0.6% 15% False False 1,386
40 0.8039 0.7754 0.0285 3.7% 0.0049 0.6% 11% False False 775
60 0.8250 0.7754 0.0496 6.4% 0.0049 0.6% 6% False False 547
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7937
1.618 0.7893
1.000 0.7865
0.618 0.7848
HIGH 0.7821
0.618 0.7804
0.500 0.7798
0.382 0.7793
LOW 0.7776
0.618 0.7748
1.000 0.7732
1.618 0.7704
2.618 0.7659
4.250 0.7587
Fisher Pivots for day following 08-Dec-2017
Pivot 1 day 3 day
R1 0.7798 0.7845
PP 0.7794 0.7825
S1 0.7789 0.7805

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

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