CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 0.7653 0.7640 -0.0013 -0.2% 0.7507
High 0.7665 0.7645 -0.0020 -0.3% 0.7665
Low 0.7620 0.7606 -0.0014 -0.2% 0.7503
Close 0.7643 0.7619 -0.0024 -0.3% 0.7619
Range 0.0045 0.0039 -0.0006 -13.3% 0.0162
ATR 0.0066 0.0064 -0.0002 -2.9% 0.0000
Volume 51,430 47,849 -3,581 -7.0% 324,810
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7740 0.7718 0.7640
R3 0.7701 0.7679 0.7629
R2 0.7662 0.7662 0.7626
R1 0.7640 0.7640 0.7622 0.7632
PP 0.7623 0.7623 0.7623 0.7619
S1 0.7601 0.7601 0.7615 0.7593
S2 0.7584 0.7584 0.7611
S3 0.7545 0.7562 0.7608
S4 0.7506 0.7523 0.7597
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8080 0.8011 0.7707
R3 0.7918 0.7849 0.7663
R2 0.7757 0.7757 0.7648
R1 0.7688 0.7688 0.7633 0.7722
PP 0.7595 0.7595 0.7595 0.7613
S1 0.7526 0.7526 0.7604 0.7561
S2 0.7434 0.7434 0.7589
S3 0.7272 0.7365 0.7574
S4 0.7111 0.7203 0.7530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7503 0.0162 2.1% 0.0064 0.8% 72% False False 64,962
10 0.7686 0.7473 0.0213 2.8% 0.0071 0.9% 68% False False 74,598
20 0.7686 0.7382 0.0303 4.0% 0.0067 0.9% 78% False False 68,152
40 0.7686 0.7361 0.0325 4.3% 0.0059 0.8% 79% False False 47,734
60 0.7686 0.7361 0.0325 4.3% 0.0057 0.8% 79% False False 32,042
80 0.7700 0.7361 0.0340 4.5% 0.0056 0.7% 76% False False 24,102
100 0.7803 0.7361 0.0442 5.8% 0.0058 0.8% 58% False False 19,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7811
2.618 0.7747
1.618 0.7708
1.000 0.7684
0.618 0.7669
HIGH 0.7645
0.618 0.7630
0.500 0.7626
0.382 0.7621
LOW 0.7606
0.618 0.7582
1.000 0.7567
1.618 0.7543
2.618 0.7504
4.250 0.7440
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 0.7626 0.7633
PP 0.7623 0.7628
S1 0.7621 0.7623

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

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