CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 0.7786 0.7802 0.0016 0.2% 0.7921
High 0.7811 0.7808 -0.0003 0.0% 0.7931
Low 0.7745 0.7778 0.0033 0.4% 0.7745
Close 0.7786 0.7794 0.0009 0.1% 0.7786
Range 0.0066 0.0030 -0.0036 -54.5% 0.0186
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume 94,499 61,216 -33,283 -35.2% 462,973
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7883 0.7869 0.7811
R3 0.7853 0.7839 0.7802
R2 0.7823 0.7823 0.7800
R1 0.7809 0.7809 0.7797 0.7801
PP 0.7793 0.7793 0.7793 0.7790
S1 0.7779 0.7779 0.7791 0.7771
S2 0.7763 0.7763 0.7789
S3 0.7733 0.7749 0.7786
S4 0.7703 0.7719 0.7778
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8377 0.8267 0.7888
R3 0.8191 0.8081 0.7837
R2 0.8006 0.8006 0.7820
R1 0.7896 0.7896 0.7803 0.7858
PP 0.7820 0.7820 0.7820 0.7802
S1 0.7710 0.7710 0.7768 0.7672
S2 0.7635 0.7635 0.7751
S3 0.7449 0.7525 0.7734
S4 0.7264 0.7339 0.7683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7926 0.7745 0.0181 2.3% 0.0060 0.8% 27% False False 91,669
10 0.8035 0.7745 0.0290 3.7% 0.0055 0.7% 17% False False 83,174
20 0.8047 0.7745 0.0302 3.9% 0.0050 0.6% 16% False False 70,140
40 0.8293 0.7745 0.0548 7.0% 0.0061 0.8% 9% False False 64,467
60 0.8293 0.7745 0.0548 7.0% 0.0060 0.8% 9% False False 43,231
80 0.8293 0.7742 0.0551 7.1% 0.0060 0.8% 9% False False 32,520
100 0.8293 0.7422 0.0871 11.2% 0.0058 0.7% 43% False False 26,093
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7887
1.618 0.7857
1.000 0.7838
0.618 0.7827
HIGH 0.7808
0.618 0.7797
0.500 0.7793
0.382 0.7789
LOW 0.7778
0.618 0.7759
1.000 0.7748
1.618 0.7729
2.618 0.7699
4.250 0.7651
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 0.7794 0.7791
PP 0.7793 0.7789
S1 0.7793 0.7786

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

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