CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 0.7868 0.7849 -0.0020 -0.2% 0.7916
High 0.7872 0.7938 0.0066 0.8% 0.7929
Low 0.7836 0.7842 0.0006 0.1% 0.7852
Close 0.7848 0.7906 0.0058 0.7% 0.7895
Range 0.0036 0.0096 0.0060 170.4% 0.0077
ATR 0.0052 0.0055 0.0003 6.0% 0.0000
Volume 788 513 -275 -34.9% 2,017
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8183 0.8140 0.7958
R3 0.8087 0.8044 0.7932
R2 0.7991 0.7991 0.7923
R1 0.7948 0.7948 0.7914 0.7970
PP 0.7895 0.7895 0.7895 0.7906
S1 0.7852 0.7852 0.7897 0.7874
S2 0.7799 0.7799 0.7888
S3 0.7703 0.7756 0.7879
S4 0.7607 0.7660 0.7853
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 0.7938 0.7836 0.0102 1.3% 0.0054 0.7% 68% True False 477
10 0.7980 0.7836 0.0144 1.8% 0.0050 0.6% 48% False False 466
20 0.8067 0.7836 0.0231 2.9% 0.0056 0.7% 30% False False 439
40 0.8067 0.7514 0.0554 7.0% 0.0056 0.7% 71% False False 397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8345
2.618 0.8189
1.618 0.8093
1.000 0.8033
0.618 0.7997
HIGH 0.7938
0.618 0.7901
0.500 0.7890
0.382 0.7878
LOW 0.7842
0.618 0.7782
1.000 0.7746
1.618 0.7686
2.618 0.7590
4.250 0.7434
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 0.7900 0.7899
PP 0.7895 0.7893
S1 0.7890 0.7887

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.