CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 0.7622 0.7671 0.0050 0.6% 0.7556
High 0.7686 0.7674 -0.0012 -0.2% 0.7680
Low 0.7586 0.7538 -0.0048 -0.6% 0.7527
Close 0.7666 0.7560 -0.0107 -1.4% 0.7626
Range 0.0100 0.0136 0.0036 36.2% 0.0154
ATR 0.0060 0.0066 0.0005 9.0% 0.0000
Volume 90,042 120,325 30,283 33.6% 326,228
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7997 0.7914 0.7634
R3 0.7861 0.7778 0.7597
R2 0.7726 0.7726 0.7584
R1 0.7643 0.7643 0.7572 0.7617
PP 0.7590 0.7590 0.7590 0.7577
S1 0.7507 0.7507 0.7547 0.7481
S2 0.7455 0.7455 0.7535
S3 0.7319 0.7372 0.7522
S4 0.7184 0.7236 0.7485
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8071 0.8002 0.7710
R3 0.7918 0.7849 0.7668
R2 0.7764 0.7764 0.7654
R1 0.7695 0.7695 0.7640 0.7730
PP 0.7611 0.7611 0.7611 0.7628
S1 0.7542 0.7542 0.7612 0.7576
S2 0.7457 0.7457 0.7598
S3 0.7304 0.7388 0.7584
S4 0.7150 0.7235 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7686 0.7527 0.0159 2.1% 0.0092 1.2% 21% False False 89,478
10 0.7686 0.7436 0.0250 3.3% 0.0077 1.0% 49% False False 74,722
20 0.7686 0.7361 0.0325 4.3% 0.0061 0.8% 61% False False 59,002
40 0.7686 0.7361 0.0325 4.3% 0.0057 0.8% 61% False False 35,939
60 0.7686 0.7361 0.0325 4.3% 0.0055 0.7% 61% False False 24,133
80 0.7700 0.7361 0.0340 4.5% 0.0057 0.8% 59% False False 18,141
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 0.0017
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8028
1.618 0.7893
1.000 0.7809
0.618 0.7757
HIGH 0.7674
0.618 0.7622
0.500 0.7606
0.382 0.7590
LOW 0.7538
0.618 0.7454
1.000 0.7403
1.618 0.7319
2.618 0.7183
4.250 0.6962
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 0.7606 0.7612
PP 0.7590 0.7594
S1 0.7575 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