CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 0.7893 0.7868 -0.0025 -0.3% 0.7916
High 0.7900 0.7872 -0.0028 -0.4% 0.7929
Low 0.7865 0.7836 -0.0029 -0.4% 0.7852
Close 0.7875 0.7848 -0.0027 -0.3% 0.7895
Range 0.0035 0.0036 0.0001 1.4% 0.0077
ATR 0.0053 0.0052 -0.0001 -2.0% 0.0000
Volume 189 788 599 316.9% 2,017
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.7958 0.7939 0.7868
R3 0.7923 0.7903 0.7858
R2 0.7887 0.7887 0.7855
R1 0.7868 0.7868 0.7851 0.7860
PP 0.7852 0.7852 0.7852 0.7848
S1 0.7832 0.7832 0.7845 0.7824
S2 0.7816 0.7816 0.7841
S3 0.7781 0.7797 0.7838
S4 0.7745 0.7761 0.7828
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 0.7913 0.7836 0.0077 1.0% 0.0042 0.5% 16% False True 443
10 0.7987 0.7836 0.0151 1.9% 0.0044 0.6% 8% False True 458
20 0.8067 0.7836 0.0231 2.9% 0.0054 0.7% 5% False True 421
40 0.8067 0.7514 0.0554 7.1% 0.0054 0.7% 60% False False 395
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7964
1.618 0.7929
1.000 0.7907
0.618 0.7893
HIGH 0.7872
0.618 0.7858
0.500 0.7854
0.382 0.7850
LOW 0.7836
0.618 0.7814
1.000 0.7800
1.618 0.7779
2.618 0.7743
4.250 0.7685
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 0.7854 0.7875
PP 0.7852 0.7866
S1 0.7850 0.7857

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

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