CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 0.7932 0.8019 0.0087 1.1% 0.8026
High 0.8022 0.8110 0.0087 1.1% 0.8110
Low 0.7906 0.8013 0.0107 1.4% 0.7906
Close 0.8010 0.8078 0.0068 0.8% 0.8078
Range 0.0117 0.0097 -0.0020 -16.7% 0.0204
ATR 0.0059 0.0062 0.0003 5.0% 0.0000
Volume 2,388 3,383 995 41.7% 8,815
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8358 0.8315 0.8131
R3 0.8261 0.8218 0.8104
R2 0.8164 0.8164 0.8095
R1 0.8121 0.8121 0.8086 0.8142
PP 0.8067 0.8067 0.8067 0.8077
S1 0.8024 0.8024 0.8069 0.8045
S2 0.7970 0.7970 0.8060
S3 0.7873 0.7927 0.8051
S4 0.7776 0.7830 0.8024
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8643 0.8564 0.8190
R3 0.8439 0.8360 0.8134
R2 0.8235 0.8235 0.8115
R1 0.8156 0.8156 0.8096 0.8195
PP 0.8031 0.8031 0.8031 0.8051
S1 0.7952 0.7952 0.8059 0.7992
S2 0.7827 0.7827 0.8040
S3 0.7623 0.7748 0.8021
S4 0.7419 0.7544 0.7965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8110 0.7906 0.0204 2.5% 0.0082 1.0% 84% True False 1,763
10 0.8110 0.7906 0.0204 2.5% 0.0060 0.7% 84% True False 1,073
20 0.8110 0.7836 0.0274 3.4% 0.0056 0.7% 88% True False 759
40 0.8110 0.7742 0.0368 4.5% 0.0059 0.7% 91% True False 573
60 0.8110 0.7422 0.0688 8.5% 0.0056 0.7% 95% True False 510
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8522
2.618 0.8363
1.618 0.8266
1.000 0.8207
0.618 0.8169
HIGH 0.8110
0.618 0.8072
0.500 0.8061
0.382 0.8050
LOW 0.8013
0.618 0.7953
1.000 0.7916
1.618 0.7856
2.618 0.7759
4.250 0.7600
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 0.8072 0.8054
PP 0.8067 0.8031
S1 0.8061 0.8008

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

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