CME Canadian Dollar Future June 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 0.7468 0.7464 -0.0004 -0.1% 0.7640
High 0.7481 0.7474 -0.0008 -0.1% 0.7651
Low 0.7453 0.7416 -0.0037 -0.5% 0.7451
Close 0.7461 0.7421 -0.0040 -0.5% 0.7471
Range 0.0029 0.0058 0.0029 101.8% 0.0200
ATR 0.0049 0.0050 0.0001 1.2% 0.0000
Volume 19,051 54,604 35,553 186.6% 24,632
Daily Pivots for day following 08-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7609 0.7573 0.7453
R3 0.7552 0.7515 0.7437
R2 0.7494 0.7494 0.7432
R1 0.7458 0.7458 0.7426 0.7447
PP 0.7437 0.7437 0.7437 0.7432
S1 0.7400 0.7400 0.7416 0.7390
S2 0.7379 0.7379 0.7410
S3 0.7322 0.7343 0.7405
S4 0.7264 0.7285 0.7389
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8123 0.7996 0.7581
R3 0.7923 0.7797 0.7526
R2 0.7724 0.7724 0.7508
R1 0.7597 0.7597 0.7489 0.7561
PP 0.7524 0.7524 0.7524 0.7506
S1 0.7398 0.7398 0.7453 0.7361
S2 0.7325 0.7325 0.7434
S3 0.7125 0.7198 0.7416
S4 0.6926 0.6999 0.7361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7511 0.7416 0.0095 1.3% 0.0038 0.5% 5% False True 19,135
10 0.7672 0.7416 0.0256 3.4% 0.0046 0.6% 2% False True 10,962
20 0.7695 0.7416 0.0279 3.8% 0.0046 0.6% 2% False True 5,676
40 0.7723 0.7416 0.0307 4.1% 0.0056 0.8% 2% False True 2,960
60 0.7723 0.7371 0.0352 4.7% 0.0054 0.7% 14% False False 2,019
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 0.7718
2.618 0.7624
1.618 0.7567
1.000 0.7531
0.618 0.7509
HIGH 0.7474
0.618 0.7452
0.500 0.7445
0.382 0.7438
LOW 0.7416
0.618 0.7380
1.000 0.7359
1.618 0.7323
2.618 0.7265
4.250 0.7172
Fisher Pivots for day following 08-Mar-2017
Pivot 1 day 3 day
R1 0.7445 0.7452
PP 0.7437 0.7441
S1 0.7429 0.7431

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

View Archives - Comment on this page... - Back to Index of Symbols