CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 0.7833 0.7808 -0.0025 -0.3% 0.7883
High 0.7843 0.7846 0.0003 0.0% 0.7891
Low 0.7801 0.7793 -0.0009 -0.1% 0.7800
Close 0.7809 0.7830 0.0020 0.3% 0.7838
Range 0.0042 0.0053 0.0012 27.7% 0.0091
ATR 0.0050 0.0050 0.0000 0.5% 0.0000
Volume 55,306 73,302 17,996 32.5% 337,271
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7982 0.7959 0.7859
R3 0.7929 0.7906 0.7844
R2 0.7876 0.7876 0.7839
R1 0.7853 0.7853 0.7834 0.7864
PP 0.7823 0.7823 0.7823 0.7828
S1 0.7800 0.7800 0.7825 0.7811
S2 0.7770 0.7770 0.7820
S3 0.7717 0.7747 0.7815
S4 0.7664 0.7694 0.7800
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8114 0.8066 0.7887
R3 0.8024 0.7976 0.7862
R2 0.7933 0.7933 0.7854
R1 0.7885 0.7885 0.7846 0.7864
PP 0.7843 0.7843 0.7843 0.7832
S1 0.7795 0.7795 0.7829 0.7774
S2 0.7752 0.7752 0.7821
S3 0.7662 0.7704 0.7813
S4 0.7571 0.7614 0.7788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7869 0.7793 0.0076 1.0% 0.0049 0.6% 49% False True 69,035
10 0.7898 0.7793 0.0105 1.3% 0.0043 0.5% 35% False True 63,909
20 0.7918 0.7745 0.0173 2.2% 0.0051 0.6% 49% False False 72,080
40 0.8111 0.7745 0.0366 4.7% 0.0051 0.7% 23% False False 69,369
60 0.8293 0.7745 0.0548 7.0% 0.0060 0.8% 15% False False 60,731
80 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 15% False False 45,659
100 0.8293 0.7701 0.0592 7.6% 0.0058 0.7% 22% False False 36,601
120 0.8293 0.7422 0.0871 11.1% 0.0056 0.7% 47% False False 30,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.7984
1.618 0.7931
1.000 0.7899
0.618 0.7878
HIGH 0.7846
0.618 0.7825
0.500 0.7819
0.382 0.7813
LOW 0.7793
0.618 0.7760
1.000 0.7740
1.618 0.7707
2.618 0.7654
4.250 0.7567
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 0.7826 0.7830
PP 0.7823 0.7830
S1 0.7819 0.7830

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

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