CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 0.7543 0.7510 -0.0033 -0.4% 0.7622
High 0.7550 0.7532 -0.0018 -0.2% 0.7686
Low 0.7493 0.7473 -0.0020 -0.3% 0.7473
Close 0.7512 0.7517 0.0005 0.1% 0.7517
Range 0.0057 0.0059 0.0002 2.6% 0.0213
ATR 0.0066 0.0065 -0.0001 -0.8% 0.0000
Volume 75,461 77,305 1,844 2.4% 363,133
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7683 0.7658 0.7549
R3 0.7624 0.7600 0.7533
R2 0.7566 0.7566 0.7528
R1 0.7541 0.7541 0.7522 0.7554
PP 0.7507 0.7507 0.7507 0.7513
S1 0.7483 0.7483 0.7512 0.7495
S2 0.7449 0.7449 0.7506
S3 0.7390 0.7424 0.7501
S4 0.7332 0.7366 0.7485
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8196 0.8069 0.7634
R3 0.7984 0.7857 0.7575
R2 0.7771 0.7771 0.7556
R1 0.7644 0.7644 0.7536 0.7601
PP 0.7559 0.7559 0.7559 0.7537
S1 0.7432 0.7432 0.7498 0.7389
S2 0.7346 0.7346 0.7478
S3 0.7134 0.7219 0.7459
S4 0.6921 0.7007 0.7400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7686 0.7473 0.0213 2.8% 0.0077 1.0% 21% False True 84,235
10 0.7686 0.7473 0.0213 2.8% 0.0071 0.9% 21% False True 75,719
20 0.7686 0.7361 0.0325 4.3% 0.0062 0.8% 48% False False 62,438
40 0.7686 0.7361 0.0325 4.3% 0.0057 0.8% 48% False False 39,738
60 0.7686 0.7361 0.0325 4.3% 0.0055 0.7% 48% False False 26,656
80 0.7700 0.7361 0.0340 4.5% 0.0057 0.8% 46% False False 20,049
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7780
2.618 0.7685
1.618 0.7626
1.000 0.7590
0.618 0.7568
HIGH 0.7532
0.618 0.7509
0.500 0.7502
0.382 0.7495
LOW 0.7473
0.618 0.7437
1.000 0.7415
1.618 0.7378
2.618 0.7320
4.250 0.7224
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 0.7512 0.7573
PP 0.7507 0.7555
S1 0.7502 0.7536

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

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