CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 0.7936 0.7897 -0.0039 -0.5% 0.7893
High 0.7954 0.7973 0.0019 0.2% 0.7973
Low 0.7895 0.7891 -0.0004 -0.1% 0.7836
Close 0.7913 0.7961 0.0048 0.6% 0.7961
Range 0.0058 0.0082 0.0023 39.3% 0.0137
ATR 0.0055 0.0057 0.0002 3.4% 0.0000
Volume 338 622 284 84.0% 2,450
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8186 0.8155 0.8006
R3 0.8105 0.8074 0.7983
R2 0.8023 0.8023 0.7976
R1 0.7992 0.7992 0.7968 0.8008
PP 0.7942 0.7942 0.7942 0.7949
S1 0.7911 0.7911 0.7954 0.7926
S2 0.7860 0.7860 0.7946
S3 0.7779 0.7829 0.7939
S4 0.7697 0.7748 0.7916
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8333 0.8283 0.8036
R3 0.8196 0.8147 0.7999
R2 0.8060 0.8060 0.7986
R1 0.8010 0.8010 0.7974 0.8035
PP 0.7923 0.7923 0.7923 0.7936
S1 0.7874 0.7874 0.7948 0.7899
S2 0.7787 0.7787 0.7936
S3 0.7650 0.7737 0.7923
S4 0.7514 0.7601 0.7886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7973 0.7836 0.0137 1.7% 0.0061 0.8% 92% True False 490
10 0.7973 0.7836 0.0137 1.7% 0.0053 0.7% 92% True False 446
20 0.8067 0.7836 0.0231 2.9% 0.0058 0.7% 54% False False 461
40 0.8067 0.7536 0.0531 6.7% 0.0057 0.7% 80% False False 394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.8319
2.618 0.8186
1.618 0.8104
1.000 0.8054
0.618 0.8023
HIGH 0.7973
0.618 0.7941
0.500 0.7932
0.382 0.7922
LOW 0.7891
0.618 0.7841
1.000 0.7810
1.618 0.7759
2.618 0.7678
4.250 0.7545
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 0.7951 0.7943
PP 0.7942 0.7925
S1 0.7932 0.7907

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

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