CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 0.7767 0.7852 0.0085 1.1% 0.7730
High 0.7900 0.7875 -0.0025 -0.3% 0.7792
Low 0.7744 0.7846 0.0101 1.3% 0.7701
Close 0.7876 0.7872 -0.0004 0.0% 0.7779
Range 0.0156 0.0029 -0.0126 -81.3% 0.0091
ATR 0.0054 0.0053 -0.0002 -3.2% 0.0000
Volume 635 111 -524 -82.5% 1,615
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7951 0.7941 0.7888
R3 0.7922 0.7912 0.7880
R2 0.7893 0.7893 0.7877
R1 0.7883 0.7883 0.7875 0.7888
PP 0.7864 0.7864 0.7864 0.7867
S1 0.7853 0.7853 0.7869 0.7859
S2 0.7835 0.7835 0.7867
S3 0.7806 0.7824 0.7864
S4 0.7777 0.7795 0.7856
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8030 0.7996 0.7829
R3 0.7939 0.7905 0.7804
R2 0.7848 0.7848 0.7796
R1 0.7814 0.7814 0.7787 0.7831
PP 0.7757 0.7757 0.7757 0.7766
S1 0.7723 0.7723 0.7771 0.7740
S2 0.7666 0.7666 0.7762
S3 0.7575 0.7632 0.7754
S4 0.7484 0.7541 0.7729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7712 0.0188 2.4% 0.0067 0.8% 85% False False 400
10 0.7900 0.7687 0.0213 2.7% 0.0052 0.7% 87% False False 370
20 0.7900 0.7514 0.0386 4.9% 0.0051 0.7% 93% False False 388
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7998
2.618 0.7950
1.618 0.7921
1.000 0.7904
0.618 0.7892
HIGH 0.7875
0.618 0.7863
0.500 0.7860
0.382 0.7857
LOW 0.7846
0.618 0.7828
1.000 0.7816
1.618 0.7799
2.618 0.7770
4.250 0.7722
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 0.7868 0.7855
PP 0.7864 0.7838
S1 0.7860 0.7821

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

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