CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 0.7854 0.7833 -0.0021 -0.3% 0.7838
High 0.7869 0.7859 -0.0009 -0.1% 0.7898
Low 0.7822 0.7826 0.0004 0.1% 0.7803
Close 0.7835 0.7845 0.0010 0.1% 0.7889
Range 0.0047 0.0034 -0.0013 -28.7% 0.0095
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 73,910 56,442 -17,468 -23.6% 283,971
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7944 0.7928 0.7863
R3 0.7910 0.7894 0.7854
R2 0.7877 0.7877 0.7851
R1 0.7861 0.7861 0.7848 0.7869
PP 0.7843 0.7843 0.7843 0.7847
S1 0.7827 0.7827 0.7841 0.7835
S2 0.7809 0.7809 0.7838
S3 0.7776 0.7793 0.7835
S4 0.7742 0.7760 0.7826
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 0.7822 0.0076 1.0% 0.0037 0.5% 30% False False 61,141
10 0.7898 0.7793 0.0105 1.3% 0.0046 0.6% 49% False False 62,298
20 0.8018 0.7745 0.0273 3.5% 0.0051 0.7% 36% False False 73,863
40 0.8165 0.7745 0.0420 5.3% 0.0051 0.6% 24% False False 68,886
60 0.8293 0.7745 0.0548 7.0% 0.0059 0.8% 18% False False 57,172
80 0.8293 0.7745 0.0548 7.0% 0.0058 0.7% 18% False False 42,995
100 0.8293 0.7599 0.0695 8.9% 0.0058 0.7% 35% False False 34,463
120 0.8293 0.7411 0.0882 11.2% 0.0055 0.7% 49% False False 28,770
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7947
1.618 0.7913
1.000 0.7893
0.618 0.7880
HIGH 0.7859
0.618 0.7846
0.500 0.7842
0.382 0.7838
LOW 0.7826
0.618 0.7805
1.000 0.7792
1.618 0.7771
2.618 0.7738
4.250 0.7683
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 0.7844 0.7849
PP 0.7843 0.7848
S1 0.7842 0.7846

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

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