CME Canadian Dollar Future March 2018


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 0.7791 0.7790 -0.0002 0.0% 0.7879
High 0.7821 0.7806 -0.0015 -0.2% 0.7931
Low 0.7776 0.7783 0.0007 0.1% 0.7776
Close 0.7785 0.7794 0.0009 0.1% 0.7785
Range 0.0045 0.0023 -0.0022 -49.4% 0.0155
ATR 0.0052 0.0050 -0.0002 -4.1% 0.0000
Volume 8,311 20,664 12,353 148.6% 18,141
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7862 0.7850 0.7806
R3 0.7839 0.7828 0.7800
R2 0.7817 0.7817 0.7798
R1 0.7805 0.7805 0.7796 0.7811
PP 0.7794 0.7794 0.7794 0.7797
S1 0.7783 0.7783 0.7791 0.7788
S2 0.7772 0.7772 0.7789
S3 0.7749 0.7760 0.7787
S4 0.7727 0.7738 0.7781
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% 0.0052 0.7% 11% False False 7,474
10 0.7931 0.7758 0.0173 2.2% 0.0054 0.7% 21% False False 4,413
20 0.7931 0.7758 0.0173 2.2% 0.0049 0.6% 21% False False 2,416
40 0.8039 0.7754 0.0285 3.7% 0.0048 0.6% 14% False False 1,289
60 0.8217 0.7754 0.0463 5.9% 0.0049 0.6% 9% False False 889
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 False
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 0.7901
2.618 0.7864
1.618 0.7842
1.000 0.7828
0.618 0.7819
HIGH 0.7806
0.618 0.7797
0.500 0.7794
0.382 0.7792
LOW 0.7783
0.618 0.7769
1.000 0.7761
1.618 0.7747
2.618 0.7724
4.250 0.7687
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 0.7794 0.7804
PP 0.7794 0.7801
S1 0.7794 0.7797

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

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