CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 08-Mar-2017
Day Change Summary
Previous Current
07-Mar-2017 08-Mar-2017 Change Change % Previous Week
Open 0.7457 0.7454 -0.0003 0.0% 0.7635
High 0.7472 0.7464 -0.0008 -0.1% 0.7644
Low 0.7443 0.7406 -0.0037 -0.5% 0.7442
Close 0.7452 0.7411 -0.0041 -0.5% 0.7462
Range 0.0029 0.0058 0.0029 100.0% 0.0201
ATR 0.0050 0.0051 0.0001 1.1% 0.0000
Volume 64,147 98,026 33,879 52.8% 390,509
Daily Pivots for day following 08-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7564 0.7443
R3 0.7543 0.7506 0.7427
R2 0.7485 0.7485 0.7422
R1 0.7448 0.7448 0.7416 0.7438
PP 0.7427 0.7427 0.7427 0.7422
S1 0.7390 0.7390 0.7406 0.7379
S2 0.7369 0.7369 0.7400
S3 0.7311 0.7332 0.7395
S4 0.7253 0.7274 0.7379
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8120 0.7993 0.7573
R3 0.7919 0.7791 0.7517
R2 0.7717 0.7717 0.7499
R1 0.7590 0.7590 0.7480 0.7553
PP 0.7516 0.7516 0.7516 0.7497
S1 0.7388 0.7388 0.7444 0.7351
S2 0.7314 0.7314 0.7425
S3 0.7113 0.7187 0.7407
S4 0.6911 0.6985 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7504 0.7406 0.0098 1.3% 0.0039 0.5% 5% False True 71,575
10 0.7668 0.7406 0.0262 3.5% 0.0048 0.6% 2% False True 73,033
20 0.7688 0.7406 0.0282 3.8% 0.0047 0.6% 2% False True 62,274
40 0.7715 0.7406 0.0309 4.2% 0.0058 0.8% 2% False True 65,364
60 0.7715 0.7361 0.0354 4.8% 0.0056 0.8% 14% False False 58,940
80 0.7715 0.7361 0.0354 4.8% 0.0055 0.7% 14% False False 44,541
100 0.7715 0.7361 0.0354 4.8% 0.0055 0.7% 14% False False 35,714
120 0.7715 0.7361 0.0354 4.8% 0.0056 0.8% 14% False False 29,788
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 False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7616
1.618 0.7558
1.000 0.7522
0.618 0.7500
HIGH 0.7464
0.618 0.7442
0.500 0.7435
0.382 0.7428
LOW 0.7406
0.618 0.7370
1.000 0.7348
1.618 0.7312
2.618 0.7254
4.250 0.7159
Fisher Pivots for day following 08-Mar-2017
Pivot 1 day 3 day
R1 0.7435 0.7442
PP 0.7427 0.7432
S1 0.7419 0.7421

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

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