CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 0.7961 0.7916 -0.0045 -0.6% 0.8055
High 0.7980 0.7929 -0.0051 -0.6% 0.8055
Low 0.7907 0.7879 -0.0029 -0.4% 0.7907
Close 0.7917 0.7899 -0.0018 -0.2% 0.7917
Range 0.0073 0.0051 -0.0022 -30.8% 0.0148
ATR 0.0059 0.0058 -0.0001 -1.0% 0.0000
Volume 476 343 -133 -27.9% 2,227
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8054 0.8027 0.7926
R3 0.8003 0.7976 0.7912
R2 0.7953 0.7953 0.7908
R1 0.7926 0.7926 0.7903 0.7914
PP 0.7902 0.7902 0.7902 0.7896
S1 0.7875 0.7875 0.7894 0.7863
S2 0.7851 0.7851 0.7889
S3 0.7801 0.7824 0.7885
S4 0.7750 0.7774 0.7871
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8403 0.8308 0.7998
R3 0.8255 0.8160 0.7957
R2 0.8107 0.8107 0.7944
R1 0.8012 0.8012 0.7930 0.7986
PP 0.7960 0.7960 0.7960 0.7946
S1 0.7864 0.7864 0.7903 0.7838
S2 0.7812 0.7812 0.7889
S3 0.7664 0.7716 0.7876
S4 0.7516 0.7568 0.7835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8043 0.7879 0.0164 2.1% 0.0052 0.7% 12% False True 460
10 0.8067 0.7879 0.0189 2.4% 0.0063 0.8% 11% False True 485
20 0.8067 0.7742 0.0325 4.1% 0.0061 0.8% 48% False False 371
40 0.8067 0.7453 0.0614 7.8% 0.0056 0.7% 73% False False 390
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8144
2.618 0.8061
1.618 0.8011
1.000 0.7980
0.618 0.7960
HIGH 0.7929
0.618 0.7910
0.500 0.7904
0.382 0.7898
LOW 0.7879
0.618 0.7847
1.000 0.7828
1.618 0.7797
2.618 0.7746
4.250 0.7664
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 0.7904 0.7929
PP 0.7902 0.7919
S1 0.7900 0.7909

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

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