CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 0.7988 0.8000 0.0012 0.2% 0.7961
High 0.8048 0.8008 -0.0040 -0.5% 0.8030
Low 0.7978 0.7922 -0.0056 -0.7% 0.7942
Close 0.7990 0.7934 -0.0056 -0.7% 0.8019
Range 0.0070 0.0086 0.0016 22.1% 0.0088
ATR 0.0052 0.0054 0.0002 4.6% 0.0000
Volume 1,035 1,461 426 41.2% 1,917
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8211 0.8158 0.7981
R3 0.8126 0.8073 0.7958
R2 0.8040 0.8040 0.7950
R1 0.7987 0.7987 0.7942 0.7971
PP 0.7955 0.7955 0.7955 0.7946
S1 0.7902 0.7902 0.7926 0.7885
S2 0.7869 0.7869 0.7918
S3 0.7784 0.7816 0.7910
S4 0.7698 0.7731 0.7887
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 0.7922 0.0126 1.6% 0.0055 0.7% 10% False True 748
10 0.8048 0.7891 0.0157 2.0% 0.0053 0.7% 27% False False 592
20 0.8048 0.7836 0.0212 2.7% 0.0051 0.6% 46% False False 529
40 0.8067 0.7712 0.0355 4.5% 0.0056 0.7% 63% False False 438
60 0.8067 0.7422 0.0646 8.1% 0.0054 0.7% 79% False False 426
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 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8371
2.618 0.8231
1.618 0.8146
1.000 0.8093
0.618 0.8060
HIGH 0.8008
0.618 0.7975
0.500 0.7965
0.382 0.7955
LOW 0.7922
0.618 0.7869
1.000 0.7837
1.618 0.7784
2.618 0.7698
4.250 0.7559
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 0.7965 0.7985
PP 0.7955 0.7968
S1 0.7944 0.7951

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

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