CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 0.7671 0.7543 -0.0129 -1.7% 0.7556
High 0.7674 0.7550 -0.0124 -1.6% 0.7680
Low 0.7538 0.7493 -0.0045 -0.6% 0.7527
Close 0.7560 0.7512 -0.0048 -0.6% 0.7626
Range 0.0136 0.0057 -0.0079 -57.9% 0.0154
ATR 0.0066 0.0066 0.0000 0.2% 0.0000
Volume 120,325 75,461 -44,864 -37.3% 326,228
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7689 0.7657 0.7543
R3 0.7632 0.7600 0.7528
R2 0.7575 0.7575 0.7522
R1 0.7543 0.7543 0.7517 0.7531
PP 0.7518 0.7518 0.7518 0.7512
S1 0.7487 0.7487 0.7507 0.7474
S2 0.7461 0.7461 0.7502
S3 0.7404 0.7430 0.7496
S4 0.7347 0.7373 0.7481
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 0.7493 0.0193 2.6% 0.0083 1.1% 10% False True 84,393
10 0.7686 0.7493 0.0193 2.6% 0.0072 1.0% 10% False True 75,255
20 0.7686 0.7361 0.0325 4.3% 0.0061 0.8% 47% False False 60,723
40 0.7686 0.7361 0.0325 4.3% 0.0057 0.8% 47% False False 37,816
60 0.7686 0.7361 0.0325 4.3% 0.0055 0.7% 47% False False 25,381
80 0.7700 0.7361 0.0340 4.5% 0.0057 0.8% 45% False False 19,084
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7792
2.618 0.7699
1.618 0.7642
1.000 0.7606
0.618 0.7585
HIGH 0.7550
0.618 0.7528
0.500 0.7521
0.382 0.7514
LOW 0.7493
0.618 0.7457
1.000 0.7436
1.618 0.7400
2.618 0.7343
4.250 0.7250
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 0.7521 0.7589
PP 0.7518 0.7563
S1 0.7515 0.7538

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

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