CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 10-Feb-2017
Day Change Summary
Previous Current
09-Feb-2017 10-Feb-2017 Change Change % Previous Week
Open 0.7610 0.7612 0.0003 0.0% 0.7681
High 0.7639 0.7658 0.0019 0.2% 0.7690
Low 0.7596 0.7602 0.0006 0.1% 0.7570
Close 0.7614 0.7642 0.0028 0.4% 0.7642
Range 0.0044 0.0056 0.0013 28.7% 0.0120
ATR 0.0061 0.0061 0.0000 -0.6% 0.0000
Volume 50,945 58,256 7,311 14.4% 261,802
Daily Pivots for day following 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7802 0.7778 0.7672
R3 0.7746 0.7722 0.7657
R2 0.7690 0.7690 0.7652
R1 0.7666 0.7666 0.7647 0.7678
PP 0.7634 0.7634 0.7634 0.7640
S1 0.7610 0.7610 0.7636 0.7622
S2 0.7578 0.7578 0.7631
S3 0.7522 0.7554 0.7626
S4 0.7466 0.7498 0.7611
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7994 0.7938 0.7708
R3 0.7874 0.7818 0.7675
R2 0.7754 0.7754 0.7664
R1 0.7698 0.7698 0.7653 0.7666
PP 0.7634 0.7634 0.7634 0.7618
S1 0.7578 0.7578 0.7631 0.7546
S2 0.7514 0.7514 0.7620
S3 0.7394 0.7458 0.7609
S4 0.7274 0.7338 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7690 0.7570 0.0120 1.6% 0.0059 0.8% 60% False False 52,360
10 0.7715 0.7570 0.0145 1.9% 0.0058 0.8% 49% False False 54,984
20 0.7715 0.7473 0.0242 3.2% 0.0064 0.8% 70% False False 64,791
40 0.7715 0.7361 0.0354 4.6% 0.0062 0.8% 79% False False 59,789
60 0.7715 0.7361 0.0354 4.6% 0.0058 0.8% 79% False False 41,109
80 0.7715 0.7361 0.0354 4.6% 0.0057 0.7% 79% False False 30,947
100 0.7715 0.7361 0.0354 4.6% 0.0057 0.8% 79% False False 24,792
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7896
2.618 0.7804
1.618 0.7748
1.000 0.7714
0.618 0.7692
HIGH 0.7658
0.618 0.7636
0.500 0.7630
0.382 0.7623
LOW 0.7602
0.618 0.7567
1.000 0.7546
1.618 0.7511
2.618 0.7455
4.250 0.7364
Fisher Pivots for day following 10-Feb-2017
Pivot 1 day 3 day
R1 0.7638 0.7634
PP 0.7634 0.7626
S1 0.7630 0.7618

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

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