CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 0.7899 0.7906 0.0007 0.1% 0.8055
High 0.7916 0.7907 -0.0008 -0.1% 0.8055
Low 0.7884 0.7873 -0.0012 -0.1% 0.7907
Close 0.7907 0.7884 -0.0024 -0.3% 0.7917
Range 0.0031 0.0035 0.0003 9.5% 0.0148
ATR 0.0056 0.0055 -0.0002 -2.8% 0.0000
Volume 432 344 -88 -20.4% 2,227
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.7991 0.7972 0.7902
R3 0.7957 0.7937 0.7893
R2 0.7922 0.7922 0.7890
R1 0.7903 0.7903 0.7887 0.7895
PP 0.7888 0.7888 0.7888 0.7884
S1 0.7868 0.7868 0.7880 0.7861
S2 0.7853 0.7853 0.7877
S3 0.7819 0.7834 0.7874
S4 0.7784 0.7799 0.7865
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 0.7980 0.7873 0.0108 1.4% 0.0046 0.6% 10% False True 455
10 0.8066 0.7873 0.0194 2.5% 0.0058 0.7% 6% False True 470
20 0.8067 0.7846 0.0222 2.8% 0.0055 0.7% 17% False False 363
40 0.8067 0.7514 0.0554 7.0% 0.0054 0.7% 67% False False 379
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8054
2.618 0.7997
1.618 0.7963
1.000 0.7942
0.618 0.7928
HIGH 0.7907
0.618 0.7894
0.500 0.7890
0.382 0.7886
LOW 0.7873
0.618 0.7851
1.000 0.7838
1.618 0.7817
2.618 0.7782
4.250 0.7726
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 0.7890 0.7901
PP 0.7888 0.7895
S1 0.7886 0.7889

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

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