CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 0.8026 0.7988 -0.0038 -0.5% 0.7961
High 0.8046 0.8048 0.0002 0.0% 0.8030
Low 0.8003 0.7978 -0.0025 -0.3% 0.7942
Close 0.8013 0.7990 -0.0023 -0.3% 0.8019
Range 0.0043 0.0070 0.0027 64.7% 0.0088
ATR 0.0051 0.0052 0.0001 2.7% 0.0000
Volume 548 1,035 487 88.9% 1,917
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8215 0.8172 0.8028
R3 0.8145 0.8102 0.8009
R2 0.8075 0.8075 0.8003
R1 0.8032 0.8032 0.7996 0.8054
PP 0.8005 0.8005 0.8005 0.8016
S1 0.7963 0.7963 0.7984 0.7984
S2 0.7935 0.7935 0.7977
S3 0.7865 0.7893 0.7971
S4 0.7795 0.7823 0.7952
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 0.8048 0.7948 0.0100 1.3% 0.0045 0.6% 43% True False 528
10 0.8048 0.7842 0.0206 2.6% 0.0054 0.7% 72% True False 497
20 0.8048 0.7836 0.0212 2.6% 0.0049 0.6% 73% True False 478
40 0.8067 0.7701 0.0366 4.6% 0.0055 0.7% 79% False False 429
60 0.8067 0.7422 0.0646 8.1% 0.0053 0.7% 88% False False 403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8345
2.618 0.8231
1.618 0.8161
1.000 0.8117
0.618 0.8091
HIGH 0.8048
0.618 0.8021
0.500 0.8013
0.382 0.8004
LOW 0.7978
0.618 0.7934
1.000 0.7908
1.618 0.7864
2.618 0.7794
4.250 0.7680
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 0.8013 0.8013
PP 0.8005 0.8005
S1 0.7998 0.7998

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

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