CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 0.7510 0.7507 -0.0004 0.0% 0.7622
High 0.7532 0.7568 0.0037 0.5% 0.7686
Low 0.7473 0.7503 0.0030 0.4% 0.7473
Close 0.7517 0.7552 0.0035 0.5% 0.7517
Range 0.0059 0.0065 0.0007 11.1% 0.0213
ATR 0.0065 0.0065 0.0000 0.0% 0.0000
Volume 77,305 72,343 -4,962 -6.4% 363,133
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7736 0.7709 0.7588
R3 0.7671 0.7644 0.7570
R2 0.7606 0.7606 0.7564
R1 0.7579 0.7579 0.7558 0.7593
PP 0.7541 0.7541 0.7541 0.7548
S1 0.7514 0.7514 0.7546 0.7528
S2 0.7476 0.7476 0.7540
S3 0.7411 0.7449 0.7534
S4 0.7346 0.7384 0.7516
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% 0.0083 1.1% 37% False False 87,095
10 0.7686 0.7473 0.0213 2.8% 0.0072 1.0% 37% False False 76,170
20 0.7686 0.7361 0.0325 4.3% 0.0063 0.8% 59% False False 63,968
40 0.7686 0.7361 0.0325 4.3% 0.0058 0.8% 59% False False 41,538
60 0.7686 0.7361 0.0325 4.3% 0.0055 0.7% 59% False False 27,855
80 0.7700 0.7361 0.0340 4.5% 0.0057 0.8% 56% False False 20,952
100 0.7803 0.7361 0.0442 5.9% 0.0057 0.8% 43% False False 16,787
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7738
1.618 0.7673
1.000 0.7633
0.618 0.7608
HIGH 0.7568
0.618 0.7543
0.500 0.7536
0.382 0.7528
LOW 0.7503
0.618 0.7463
1.000 0.7438
1.618 0.7398
2.618 0.7333
4.250 0.7227
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 0.7547 0.7542
PP 0.7541 0.7531
S1 0.7536 0.7521

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

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