CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 0.7641 0.7607 -0.0034 -0.4% 0.7643
High 0.7649 0.7629 -0.0021 -0.3% 0.7688
Low 0.7597 0.7560 -0.0037 -0.5% 0.7619
Close 0.7612 0.7600 -0.0012 -0.2% 0.7633
Range 0.0053 0.0069 0.0016 30.5% 0.0069
ATR 0.0054 0.0055 0.0001 1.9% 0.0000
Volume 58,421 61,178 2,757 4.7% 245,041
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7802 0.7769 0.7637
R3 0.7733 0.7701 0.7618
R2 0.7665 0.7665 0.7612
R1 0.7632 0.7632 0.7606 0.7614
PP 0.7596 0.7596 0.7596 0.7587
S1 0.7564 0.7564 0.7593 0.7546
S2 0.7528 0.7528 0.7587
S3 0.7459 0.7495 0.7581
S4 0.7391 0.7427 0.7562
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 0.7560 0.0128 1.7% 0.0047 0.6% 31% False True 54,032
10 0.7688 0.7560 0.0128 1.7% 0.0046 0.6% 31% False True 51,516
20 0.7715 0.7560 0.0155 2.0% 0.0052 0.7% 26% False True 54,243
40 0.7715 0.7361 0.0354 4.7% 0.0059 0.8% 68% False False 59,802
60 0.7715 0.7361 0.0354 4.7% 0.0057 0.7% 68% False False 47,134
80 0.7715 0.7361 0.0354 4.7% 0.0055 0.7% 68% False False 35,476
100 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 68% False False 28,428
120 0.7803 0.7361 0.0442 5.8% 0.0057 0.7% 54% False False 23,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7920
2.618 0.7808
1.618 0.7739
1.000 0.7697
0.618 0.7671
HIGH 0.7629
0.618 0.7602
0.500 0.7594
0.382 0.7586
LOW 0.7560
0.618 0.7518
1.000 0.7492
1.618 0.7449
2.618 0.7381
4.250 0.7269
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 0.7598 0.7609
PP 0.7596 0.7606
S1 0.7594 0.7603

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

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