CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 0.7426 0.7528 0.0102 1.4% 0.7481
High 0.7531 0.7542 0.0011 0.1% 0.7487
Low 0.7426 0.7499 0.0073 1.0% 0.7398
Close 0.7512 0.7509 -0.0003 0.0% 0.7436
Range 0.0106 0.0044 -0.0062 -58.8% 0.0089
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 95,219 72,381 -22,838 -24.0% 234,827
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7647 0.7622 0.7533
R3 0.7604 0.7578 0.7521
R2 0.7560 0.7560 0.7517
R1 0.7535 0.7535 0.7513 0.7526
PP 0.7517 0.7517 0.7517 0.7512
S1 0.7491 0.7491 0.7505 0.7482
S2 0.7473 0.7473 0.7501
S3 0.7430 0.7448 0.7497
S4 0.7386 0.7404 0.7485
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7707 0.7661 0.7485
R3 0.7618 0.7572 0.7460
R2 0.7529 0.7529 0.7452
R1 0.7483 0.7483 0.7444 0.7462
PP 0.7440 0.7440 0.7440 0.7430
S1 0.7394 0.7394 0.7428 0.7373
S2 0.7351 0.7351 0.7420
S3 0.7262 0.7305 0.7412
S4 0.7173 0.7216 0.7387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7542 0.7410 0.0133 1.8% 0.0051 0.7% 75% True False 76,080
10 0.7542 0.7398 0.0144 1.9% 0.0044 0.6% 77% True False 52,500
20 0.7695 0.7398 0.0297 4.0% 0.0047 0.6% 37% False False 27,468
40 0.7723 0.7398 0.0325 4.3% 0.0051 0.7% 34% False False 13,871
60 0.7723 0.7371 0.0352 4.7% 0.0054 0.7% 39% False False 9,307
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7656
1.618 0.7612
1.000 0.7586
0.618 0.7569
HIGH 0.7542
0.618 0.7525
0.500 0.7520
0.382 0.7515
LOW 0.7499
0.618 0.7472
1.000 0.7455
1.618 0.7428
2.618 0.7385
4.250 0.7314
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 0.7520 0.7500
PP 0.7517 0.7490
S1 0.7513 0.7481

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

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