CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 0.7883 0.7854 -0.0029 -0.4% 0.7838
High 0.7891 0.7877 -0.0014 -0.2% 0.7898
Low 0.7851 0.7832 -0.0019 -0.2% 0.7803
Close 0.7860 0.7858 -0.0002 0.0% 0.7889
Range 0.0040 0.0045 0.0005 11.3% 0.0095
ATR 0.0051 0.0050 0.0000 -0.9% 0.0000
Volume 44,661 76,041 31,380 70.3% 283,971
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7989 0.7968 0.7882
R3 0.7945 0.7924 0.7870
R2 0.7900 0.7900 0.7866
R1 0.7879 0.7879 0.7862 0.7890
PP 0.7856 0.7856 0.7856 0.7861
S1 0.7835 0.7835 0.7854 0.7845
S2 0.7811 0.7811 0.7850
S3 0.7767 0.7790 0.7846
S4 0.7722 0.7746 0.7834
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8148 0.8114 0.7941
R3 0.8053 0.8019 0.7915
R2 0.7958 0.7958 0.7906
R1 0.7924 0.7924 0.7898 0.7941
PP 0.7863 0.7863 0.7863 0.7872
S1 0.7829 0.7829 0.7880 0.7846
S2 0.7768 0.7768 0.7872
S3 0.7673 0.7734 0.7863
S4 0.7578 0.7639 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7830 0.0067 0.9% 0.0037 0.5% 41% False False 58,783
10 0.7898 0.7749 0.0149 1.9% 0.0046 0.6% 73% False False 62,980
20 0.8035 0.7745 0.0290 3.7% 0.0051 0.6% 39% False False 73,877
40 0.8202 0.7745 0.0457 5.8% 0.0053 0.7% 25% False False 69,413
60 0.8293 0.7745 0.0548 7.0% 0.0059 0.7% 21% False False 55,013
80 0.8293 0.7745 0.0548 7.0% 0.0058 0.7% 21% False False 41,377
100 0.8293 0.7558 0.0735 9.4% 0.0058 0.7% 41% False False 33,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8066
2.618 0.7993
1.618 0.7949
1.000 0.7921
0.618 0.7904
HIGH 0.7877
0.618 0.7860
0.500 0.7854
0.382 0.7849
LOW 0.7832
0.618 0.7804
1.000 0.7788
1.618 0.7760
2.618 0.7715
4.250 0.7643
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 0.7857 0.7865
PP 0.7856 0.7863
S1 0.7854 0.7860

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

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