CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 0.7442 0.7453 0.0011 0.1% 0.7405
High 0.7470 0.7536 0.0066 0.9% 0.7469
Low 0.7435 0.7436 0.0001 0.0% 0.7361
Close 0.7453 0.7517 0.0064 0.9% 0.7442
Range 0.0034 0.0100 0.0065 188.4% 0.0108
ATR 0.0050 0.0054 0.0004 7.0% 0.0000
Volume 49,355 70,131 20,776 42.1% 159,356
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7795 0.7755 0.7571
R3 0.7695 0.7656 0.7544
R2 0.7596 0.7596 0.7535
R1 0.7556 0.7556 0.7526 0.7576
PP 0.7496 0.7496 0.7496 0.7506
S1 0.7456 0.7456 0.7507 0.7476
S2 0.7396 0.7396 0.7498
S3 0.7297 0.7357 0.7489
S4 0.7197 0.7257 0.7462
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7748 0.7703 0.7501
R3 0.7640 0.7595 0.7471
R2 0.7532 0.7532 0.7461
R1 0.7487 0.7487 0.7451 0.7509
PP 0.7424 0.7424 0.7424 0.7435
S1 0.7379 0.7379 0.7432 0.7401
S2 0.7316 0.7316 0.7422
S3 0.7208 0.7271 0.7412
S4 0.7100 0.7163 0.7382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7536 0.7361 0.0175 2.3% 0.0054 0.7% 89% True False 50,461
10 0.7536 0.7361 0.0175 2.3% 0.0050 0.7% 89% True False 46,191
20 0.7655 0.7361 0.0295 3.9% 0.0050 0.7% 53% False False 37,274
40 0.7655 0.7361 0.0295 3.9% 0.0055 0.7% 53% False False 19,161
60 0.7700 0.7361 0.0340 4.5% 0.0053 0.7% 46% False False 12,873
80 0.7700 0.7361 0.0340 4.5% 0.0055 0.7% 46% False False 9,696
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 0.0008
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7796
1.618 0.7696
1.000 0.7635
0.618 0.7597
HIGH 0.7536
0.618 0.7497
0.500 0.7486
0.382 0.7474
LOW 0.7436
0.618 0.7375
1.000 0.7336
1.618 0.7275
2.618 0.7176
4.250 0.7013
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 0.7506 0.7502
PP 0.7496 0.7487
S1 0.7486 0.7472

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

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