CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 0.7569 0.7562 -0.0007 -0.1% 0.7442
High 0.7585 0.7627 0.0042 0.6% 0.7594
Low 0.7548 0.7527 -0.0021 -0.3% 0.7435
Close 0.7564 0.7598 0.0034 0.4% 0.7559
Range 0.0038 0.0101 0.0063 168.0% 0.0159
ATR 0.0053 0.0056 0.0003 6.4% 0.0000
Volume 44,776 100,885 56,109 125.3% 259,986
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7885 0.7842 0.7653
R3 0.7785 0.7741 0.7625
R2 0.7684 0.7684 0.7616
R1 0.7641 0.7641 0.7607 0.7663
PP 0.7584 0.7584 0.7584 0.7595
S1 0.7540 0.7540 0.7588 0.7562
S2 0.7483 0.7483 0.7579
S3 0.7383 0.7440 0.7570
S4 0.7282 0.7339 0.7542
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8006 0.7941 0.7646
R3 0.7847 0.7782 0.7602
R2 0.7688 0.7688 0.7588
R1 0.7623 0.7623 0.7573 0.7656
PP 0.7529 0.7529 0.7529 0.7545
S1 0.7464 0.7464 0.7544 0.7497
S2 0.7370 0.7370 0.7529
S3 0.7211 0.7305 0.7515
S4 0.7052 0.7146 0.7471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7627 0.7517 0.0110 1.4% 0.0061 0.8% 73% True False 66,118
10 0.7627 0.7361 0.0267 3.5% 0.0058 0.8% 89% True False 58,289
20 0.7655 0.7361 0.0295 3.9% 0.0056 0.7% 80% False False 52,192
40 0.7655 0.7361 0.0295 3.9% 0.0053 0.7% 80% False False 27,323
60 0.7700 0.7361 0.0340 4.5% 0.0053 0.7% 70% False False 18,367
80 0.7700 0.7361 0.0340 4.5% 0.0055 0.7% 70% False False 13,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8054
2.618 0.7890
1.618 0.7790
1.000 0.7728
0.618 0.7689
HIGH 0.7627
0.618 0.7589
0.500 0.7577
0.382 0.7565
LOW 0.7527
0.618 0.7464
1.000 0.7426
1.618 0.7364
2.618 0.7263
4.250 0.7099
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 0.7591 0.7591
PP 0.7584 0.7584
S1 0.7577 0.7577

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

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