CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 0.7889 0.7860 -0.0029 -0.4% 0.7916
High 0.7902 0.7913 0.0012 0.1% 0.7929
Low 0.7857 0.7852 -0.0005 -0.1% 0.7852
Close 0.7875 0.7895 0.0021 0.3% 0.7895
Range 0.0045 0.0061 0.0016 37.1% 0.0077
ATR 0.0054 0.0054 0.0001 0.9% 0.0000
Volume 469 429 -40 -8.5% 2,017
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8070 0.8043 0.7929
R3 0.8009 0.7982 0.7912
R2 0.7948 0.7948 0.7906
R1 0.7921 0.7921 0.7901 0.7935
PP 0.7887 0.7887 0.7887 0.7893
S1 0.7860 0.7860 0.7889 0.7874
S2 0.7826 0.7826 0.7884
S3 0.7765 0.7799 0.7878
S4 0.7704 0.7738 0.7861
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8123 0.8086 0.7937
R3 0.8046 0.8009 0.7916
R2 0.7969 0.7969 0.7909
R1 0.7932 0.7932 0.7902 0.7912
PP 0.7892 0.7892 0.7892 0.7882
S1 0.7855 0.7855 0.7888 0.7835
S2 0.7815 0.7815 0.7881
S3 0.7738 0.7778 0.7874
S4 0.7661 0.7701 0.7853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7929 0.7852 0.0077 1.0% 0.0044 0.6% 56% False True 403
10 0.8055 0.7852 0.0203 2.6% 0.0049 0.6% 21% False True 424
20 0.8067 0.7852 0.0215 2.7% 0.0056 0.7% 20% False True 386
40 0.8067 0.7514 0.0554 7.0% 0.0054 0.7% 69% False False 382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8172
2.618 0.8073
1.618 0.8012
1.000 0.7974
0.618 0.7951
HIGH 0.7913
0.618 0.7890
0.500 0.7883
0.382 0.7875
LOW 0.7852
0.618 0.7814
1.000 0.7791
1.618 0.7753
2.618 0.7692
4.250 0.7593
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 0.7891 0.7891
PP 0.7887 0.7887
S1 0.7883 0.7883

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

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