CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 0.7774 0.7755 -0.0020 -0.3% 0.7869
High 0.7784 0.7887 0.0104 1.3% 0.7888
Low 0.7748 0.7754 0.0006 0.1% 0.7748
Close 0.7752 0.7878 0.0126 1.6% 0.7878
Range 0.0036 0.0133 0.0098 274.6% 0.0140
ATR 0.0049 0.0055 0.0006 12.7% 0.0000
Volume 85,650 159,130 73,480 85.8% 458,657
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8239 0.8191 0.7951
R3 0.8106 0.8058 0.7915
R2 0.7973 0.7973 0.7902
R1 0.7925 0.7925 0.7890 0.7949
PP 0.7840 0.7840 0.7840 0.7852
S1 0.7792 0.7792 0.7866 0.7816
S2 0.7707 0.7707 0.7854
S3 0.7574 0.7659 0.7841
S4 0.7441 0.7526 0.7805
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8258 0.8208 0.7955
R3 0.8118 0.8068 0.7917
R2 0.7978 0.7978 0.7904
R1 0.7928 0.7928 0.7891 0.7953
PP 0.7838 0.7838 0.7838 0.7851
S1 0.7788 0.7788 0.7865 0.7813
S2 0.7698 0.7698 0.7852
S3 0.7558 0.7648 0.7840
S4 0.7418 0.7508 0.7801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7888 0.7748 0.0140 1.8% 0.0062 0.8% 93% False False 91,731
10 0.7893 0.7748 0.0145 1.8% 0.0057 0.7% 90% False False 80,351
20 0.7898 0.7748 0.0150 1.9% 0.0052 0.7% 87% False False 71,325
40 0.8047 0.7745 0.0302 3.8% 0.0051 0.6% 44% False False 71,976
60 0.8293 0.7745 0.0548 7.0% 0.0055 0.7% 24% False False 69,943
80 0.8293 0.7745 0.0548 7.0% 0.0058 0.7% 24% False False 52,980
100 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 24% False False 42,456
120 0.8293 0.7514 0.0780 9.9% 0.0057 0.7% 47% False False 35,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.8452
2.618 0.8235
1.618 0.8102
1.000 0.8020
0.618 0.7969
HIGH 0.7887
0.618 0.7836
0.500 0.7821
0.382 0.7805
LOW 0.7754
0.618 0.7672
1.000 0.7621
1.618 0.7539
2.618 0.7406
4.250 0.7189
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 0.7859 0.7858
PP 0.7840 0.7838
S1 0.7821 0.7818

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

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