CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 0.7983 0.8055 0.0072 0.9% 0.7990
High 0.8063 0.8055 -0.0008 -0.1% 0.8067
Low 0.7970 0.7994 0.0024 0.3% 0.7965
Close 0.8056 0.8042 -0.0013 -0.2% 0.8056
Range 0.0093 0.0061 -0.0032 -34.4% 0.0103
ATR 0.0060 0.0060 0.0000 0.2% 0.0000
Volume 564 268 -296 -52.5% 2,539
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8213 0.8189 0.8076
R3 0.8152 0.8128 0.8059
R2 0.8091 0.8091 0.8053
R1 0.8067 0.8067 0.8048 0.8049
PP 0.8030 0.8030 0.8030 0.8021
S1 0.8006 0.8006 0.8036 0.7988
S2 0.7969 0.7969 0.8031
S3 0.7908 0.7945 0.8025
S4 0.7847 0.7884 0.8008
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8337 0.8299 0.8112
R3 0.8234 0.8196 0.8084
R2 0.8132 0.8132 0.8074
R1 0.8094 0.8094 0.8065 0.8113
PP 0.8029 0.8029 0.8029 0.8039
S1 0.7991 0.7991 0.8046 0.8010
S2 0.7927 0.7927 0.8037
S3 0.7824 0.7889 0.8027
S4 0.7722 0.7786 0.7999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8067 0.7965 0.0103 1.3% 0.0074 0.9% 76% False False 510
10 0.8067 0.7889 0.0179 2.2% 0.0064 0.8% 86% False False 361
20 0.8067 0.7701 0.0366 4.6% 0.0060 0.7% 93% False False 369
40 0.8067 0.7422 0.0646 8.0% 0.0054 0.7% 96% False False 357
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8314
2.618 0.8215
1.618 0.8154
1.000 0.8116
0.618 0.8093
HIGH 0.8055
0.618 0.8032
0.500 0.8025
0.382 0.8017
LOW 0.7994
0.618 0.7956
1.000 0.7933
1.618 0.7895
2.618 0.7834
4.250 0.7735
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 0.8036 0.8033
PP 0.8030 0.8024
S1 0.8025 0.8015

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

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