CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 0.7653 0.7641 -0.0012 -0.2% 0.7643
High 0.7658 0.7649 -0.0009 -0.1% 0.7688
Low 0.7619 0.7597 -0.0023 -0.3% 0.7619
Close 0.7633 0.7612 -0.0021 -0.3% 0.7633
Range 0.0039 0.0053 0.0014 36.4% 0.0069
ATR 0.0054 0.0054 0.0000 -0.2% 0.0000
Volume 41,892 58,421 16,529 39.5% 245,041
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7777 0.7747 0.7640
R3 0.7724 0.7694 0.7626
R2 0.7672 0.7672 0.7621
R1 0.7642 0.7642 0.7616 0.7630
PP 0.7619 0.7619 0.7619 0.7613
S1 0.7589 0.7589 0.7607 0.7578
S2 0.7567 0.7567 0.7602
S3 0.7514 0.7537 0.7597
S4 0.7462 0.7484 0.7583
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7853 0.7812 0.7670
R3 0.7784 0.7743 0.7651
R2 0.7715 0.7715 0.7645
R1 0.7674 0.7674 0.7639 0.7660
PP 0.7647 0.7647 0.7647 0.7640
S1 0.7605 0.7605 0.7626 0.7591
S2 0.7578 0.7578 0.7620
S3 0.7509 0.7536 0.7614
S4 0.7440 0.7467 0.7595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7597 0.0091 1.2% 0.0043 0.6% 16% False True 52,796
10 0.7688 0.7570 0.0118 1.6% 0.0047 0.6% 35% False False 50,682
20 0.7715 0.7523 0.0192 2.5% 0.0054 0.7% 46% False False 55,288
40 0.7715 0.7361 0.0354 4.7% 0.0059 0.8% 71% False False 59,628
60 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 71% False False 46,122
80 0.7715 0.7361 0.0354 4.7% 0.0055 0.7% 71% False False 34,713
100 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 71% False False 27,819
120 0.7803 0.7361 0.0442 5.8% 0.0056 0.7% 57% False False 23,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7786
1.618 0.7734
1.000 0.7702
0.618 0.7681
HIGH 0.7649
0.618 0.7629
0.500 0.7623
0.382 0.7617
LOW 0.7597
0.618 0.7564
1.000 0.7544
1.618 0.7512
2.618 0.7459
4.250 0.7373
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 0.7623 0.7642
PP 0.7619 0.7632
S1 0.7615 0.7622

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

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