CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 0.7989 0.8026 0.0037 0.5% 0.7961
High 0.8030 0.8046 0.0016 0.2% 0.8030
Low 0.7982 0.8003 0.0021 0.3% 0.7942
Close 0.8019 0.8013 -0.0006 -0.1% 0.8019
Range 0.0048 0.0043 -0.0005 -11.5% 0.0088
ATR 0.0051 0.0051 -0.0001 -1.2% 0.0000
Volume 508 548 40 7.9% 1,917
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8148 0.8123 0.8036
R3 0.8106 0.8081 0.8025
R2 0.8063 0.8063 0.8021
R1 0.8038 0.8038 0.8017 0.8029
PP 0.8021 0.8021 0.8021 0.8016
S1 0.7995 0.7995 0.8009 0.7987
S2 0.7978 0.7978 0.8005
S3 0.7935 0.7953 0.8001
S4 0.7893 0.7910 0.7990
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8262 0.8229 0.8068
R3 0.8174 0.8141 0.8043
R2 0.8085 0.8085 0.8035
R1 0.8052 0.8052 0.8027 0.8069
PP 0.7997 0.7997 0.7997 0.8005
S1 0.7964 0.7964 0.8011 0.7980
S2 0.7908 0.7908 0.8003
S3 0.7820 0.7875 0.7995
S4 0.7731 0.7787 0.7970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8046 0.7948 0.0098 1.2% 0.0039 0.5% 67% True False 414
10 0.8046 0.7836 0.0210 2.6% 0.0050 0.6% 84% True False 472
20 0.8046 0.7836 0.0210 2.6% 0.0048 0.6% 84% True False 444
40 0.8067 0.7701 0.0366 4.6% 0.0054 0.7% 85% False False 407
60 0.8067 0.7422 0.0646 8.1% 0.0052 0.6% 92% False False 386
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8226
2.618 0.8157
1.618 0.8114
1.000 0.8088
0.618 0.8072
HIGH 0.8046
0.618 0.8029
0.500 0.8024
0.382 0.8019
LOW 0.8003
0.618 0.7977
1.000 0.7960
1.618 0.7934
2.618 0.7892
4.250 0.7822
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 0.8024 0.8011
PP 0.8021 0.8010
S1 0.8017 0.8008

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

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