CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 0.7779 0.7770 -0.0009 -0.1% 0.7872
High 0.7805 0.7818 0.0013 0.2% 0.7923
Low 0.7756 0.7765 0.0009 0.1% 0.7764
Close 0.7770 0.7813 0.0043 0.6% 0.7773
Range 0.0049 0.0054 0.0004 9.2% 0.0158
ATR 0.0053 0.0053 0.0000 0.1% 0.0000
Volume 75,927 100,995 25,068 33.0% 369,644
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.7959 0.7939 0.7842
R3 0.7905 0.7886 0.7827
R2 0.7852 0.7852 0.7822
R1 0.7832 0.7832 0.7817 0.7842
PP 0.7798 0.7798 0.7798 0.7803
S1 0.7779 0.7779 0.7808 0.7789
S2 0.7745 0.7745 0.7803
S3 0.7691 0.7725 0.7798
S4 0.7638 0.7672 0.7783
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8295 0.8193 0.7860
R3 0.8137 0.8034 0.7817
R2 0.7978 0.7978 0.7802
R1 0.7876 0.7876 0.7788 0.7848
PP 0.7820 0.7820 0.7820 0.7806
S1 0.7717 0.7717 0.7758 0.7689
S2 0.7661 0.7661 0.7744
S3 0.7503 0.7559 0.7729
S4 0.7344 0.7400 0.7686
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7756 0.0066 0.8% 0.0044 0.6% 86% False False 76,638
10 0.7923 0.7748 0.0175 2.2% 0.0058 0.7% 37% False False 85,200
20 0.7923 0.7748 0.0175 2.2% 0.0053 0.7% 37% False False 77,054
40 0.8035 0.7745 0.0290 3.7% 0.0052 0.7% 23% False False 75,465
60 0.8202 0.7745 0.0457 5.8% 0.0053 0.7% 15% False False 71,960
80 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 12% False False 60,523
100 0.8293 0.7745 0.0548 7.0% 0.0057 0.7% 12% False False 48,512
120 0.8293 0.7558 0.0735 9.4% 0.0057 0.7% 35% False False 40,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7958
1.618 0.7905
1.000 0.7872
0.618 0.7851
HIGH 0.7818
0.618 0.7798
0.500 0.7791
0.382 0.7785
LOW 0.7765
0.618 0.7731
1.000 0.7711
1.618 0.7678
2.618 0.7624
4.250 0.7537
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 0.7805 0.7804
PP 0.7798 0.7796
S1 0.7791 0.7787

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

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