CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 0.8055 0.8017 -0.0037 -0.5% 0.7990
High 0.8055 0.8043 -0.0012 -0.2% 0.8067
Low 0.7994 0.7979 -0.0016 -0.2% 0.7965
Close 0.8042 0.7997 -0.0045 -0.6% 0.8056
Range 0.0061 0.0064 0.0003 4.9% 0.0103
ATR 0.0060 0.0060 0.0000 0.5% 0.0000
Volume 268 366 98 36.6% 2,539
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8198 0.8162 0.8032
R3 0.8134 0.8098 0.8015
R2 0.8070 0.8070 0.8009
R1 0.8034 0.8034 0.8003 0.8020
PP 0.8006 0.8006 0.8006 0.7999
S1 0.7969 0.7969 0.7991 0.7956
S2 0.7942 0.7942 0.7985
S3 0.7878 0.7905 0.7979
S4 0.7814 0.7841 0.7962
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% 0.0080 1.0% 32% False False 509
10 0.8067 0.7919 0.0149 1.9% 0.0064 0.8% 53% False False 385
20 0.8067 0.7701 0.0366 4.6% 0.0062 0.8% 81% False False 381
40 0.8067 0.7422 0.0646 8.1% 0.0055 0.7% 89% False False 365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8315
2.618 0.8210
1.618 0.8146
1.000 0.8107
0.618 0.8082
HIGH 0.8043
0.618 0.8018
0.500 0.8011
0.382 0.8003
LOW 0.7979
0.618 0.7939
1.000 0.7914
1.618 0.7875
2.618 0.7811
4.250 0.7706
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 0.8011 0.8017
PP 0.8006 0.8010
S1 0.8002 0.8004

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

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