CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 0.7808 0.7828 0.0020 0.2% 0.7883
High 0.7846 0.7880 0.0034 0.4% 0.7891
Low 0.7793 0.7825 0.0032 0.4% 0.7800
Close 0.7830 0.7874 0.0044 0.6% 0.7838
Range 0.0053 0.0055 0.0002 3.8% 0.0091
ATR 0.0050 0.0050 0.0000 0.7% 0.0000
Volume 73,302 66,017 -7,285 -9.9% 337,271
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8024 0.8004 0.7904
R3 0.7969 0.7949 0.7889
R2 0.7914 0.7914 0.7884
R1 0.7894 0.7894 0.7879 0.7904
PP 0.7859 0.7859 0.7859 0.7864
S1 0.7839 0.7839 0.7868 0.7849
S2 0.7804 0.7804 0.7863
S3 0.7749 0.7784 0.7858
S4 0.7694 0.7729 0.7843
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 0.7880 0.7793 0.0087 1.1% 0.0050 0.6% 93% True False 67,456
10 0.7898 0.7793 0.0105 1.3% 0.0045 0.6% 77% False False 65,154
20 0.7898 0.7745 0.0153 1.9% 0.0048 0.6% 84% False False 68,500
40 0.8058 0.7745 0.0313 4.0% 0.0050 0.6% 41% False False 68,353
60 0.8293 0.7745 0.0548 7.0% 0.0059 0.8% 23% False False 61,814
80 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 23% False False 46,480
100 0.8293 0.7701 0.0592 7.5% 0.0058 0.7% 29% False False 37,260
120 0.8293 0.7422 0.0871 11.1% 0.0056 0.7% 52% False False 31,108
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8113
2.618 0.8023
1.618 0.7968
1.000 0.7935
0.618 0.7913
HIGH 0.7880
0.618 0.7858
0.500 0.7852
0.382 0.7846
LOW 0.7825
0.618 0.7791
1.000 0.7770
1.618 0.7736
2.618 0.7681
4.250 0.7591
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 0.7866 0.7861
PP 0.7859 0.7849
S1 0.7852 0.7836

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.