CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 10-Mar-2017
Day Change Summary
Previous Current
09-Mar-2017 10-Mar-2017 Change Change % Previous Week
Open 0.7421 0.7411 -0.0011 -0.1% 0.7481
High 0.7427 0.7462 0.0035 0.5% 0.7487
Low 0.7398 0.7410 0.0012 0.2% 0.7398
Close 0.7409 0.7436 0.0027 0.4% 0.7436
Range 0.0029 0.0052 0.0023 79.3% 0.0089
ATR 0.0048 0.0049 0.0000 0.6% 0.0000
Volume 57,605 96,492 38,887 67.5% 234,827
Daily Pivots for day following 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7592 0.7566 0.7465
R3 0.7540 0.7514 0.7450
R2 0.7488 0.7488 0.7446
R1 0.7462 0.7462 0.7441 0.7475
PP 0.7436 0.7436 0.7436 0.7442
S1 0.7410 0.7410 0.7431 0.7423
S2 0.7384 0.7384 0.7426
S3 0.7332 0.7358 0.7422
S4 0.7280 0.7306 0.7407
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7707 0.7661 0.7485
R3 0.7618 0.7572 0.7460
R2 0.7529 0.7529 0.7452
R1 0.7483 0.7483 0.7444 0.7462
PP 0.7440 0.7440 0.7440 0.7430
S1 0.7394 0.7394 0.7428 0.7373
S2 0.7351 0.7351 0.7420
S3 0.7262 0.7305 0.7412
S4 0.7173 0.7216 0.7387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7487 0.7398 0.0089 1.2% 0.0039 0.5% 43% False False 46,965
10 0.7651 0.7398 0.0253 3.4% 0.0045 0.6% 15% False False 25,945
20 0.7695 0.7398 0.0297 4.0% 0.0046 0.6% 13% False False 13,362
40 0.7723 0.7398 0.0325 4.4% 0.0055 0.7% 12% False False 6,807
60 0.7723 0.7371 0.0352 4.7% 0.0054 0.7% 18% False False 4,585
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7598
1.618 0.7546
1.000 0.7514
0.618 0.7494
HIGH 0.7462
0.618 0.7442
0.500 0.7436
0.382 0.7429
LOW 0.7410
0.618 0.7377
1.000 0.7357
1.618 0.7325
2.618 0.7273
4.250 0.7188
Fisher Pivots for day following 10-Mar-2017
Pivot 1 day 3 day
R1 0.7436 0.7436
PP 0.7436 0.7436
S1 0.7436 0.7436

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

View Archives - Comment on this page... - Back to Index of Symbols