CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 0.7906 0.7889 -0.0018 -0.2% 0.8055
High 0.7907 0.7902 -0.0006 -0.1% 0.8055
Low 0.7873 0.7857 -0.0016 -0.2% 0.7907
Close 0.7884 0.7875 -0.0009 -0.1% 0.7917
Range 0.0035 0.0045 0.0010 29.0% 0.0148
ATR 0.0055 0.0054 -0.0001 -1.3% 0.0000
Volume 344 469 125 36.3% 2,227
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8011 0.7987 0.7899
R3 0.7967 0.7943 0.7887
R2 0.7922 0.7922 0.7883
R1 0.7898 0.7898 0.7879 0.7888
PP 0.7878 0.7878 0.7878 0.7873
S1 0.7854 0.7854 0.7870 0.7844
S2 0.7833 0.7833 0.7866
S3 0.7789 0.7809 0.7862
S4 0.7744 0.7765 0.7850
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 0.7857 0.0123 1.6% 0.0047 0.6% 14% False True 412
10 0.8063 0.7857 0.0206 2.6% 0.0053 0.7% 8% False True 437
20 0.8067 0.7857 0.0210 2.7% 0.0056 0.7% 8% False True 381
40 0.8067 0.7514 0.0554 7.0% 0.0054 0.7% 65% False False 384
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8091
2.618 0.8018
1.618 0.7974
1.000 0.7946
0.618 0.7929
HIGH 0.7902
0.618 0.7885
0.500 0.7879
0.382 0.7874
LOW 0.7857
0.618 0.7829
1.000 0.7813
1.618 0.7785
2.618 0.7740
4.250 0.7668
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 0.7879 0.7886
PP 0.7878 0.7882
S1 0.7876 0.7878

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

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