CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 0.7518 0.7502 -0.0016 -0.2% 0.7441
High 0.7526 0.7527 0.0001 0.0% 0.7542
Low 0.7485 0.7488 0.0003 0.0% 0.7420
Close 0.7506 0.7494 -0.0013 -0.2% 0.7506
Range 0.0042 0.0039 -0.0002 -6.0% 0.0122
ATR 0.0049 0.0048 -0.0001 -1.5% 0.0000
Volume 54,982 44,242 -10,740 -19.5% 338,891
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7620 0.7596 0.7515
R3 0.7581 0.7557 0.7504
R2 0.7542 0.7542 0.7501
R1 0.7518 0.7518 0.7497 0.7510
PP 0.7503 0.7503 0.7503 0.7499
S1 0.7478 0.7478 0.7490 0.7471
S2 0.7463 0.7463 0.7486
S3 0.7424 0.7439 0.7483
S4 0.7385 0.7400 0.7472
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7855 0.7803 0.7573
R3 0.7733 0.7681 0.7540
R2 0.7611 0.7611 0.7528
R1 0.7559 0.7559 0.7517 0.7585
PP 0.7489 0.7489 0.7489 0.7503
S1 0.7437 0.7437 0.7495 0.7463
S2 0.7367 0.7367 0.7484
S3 0.7245 0.7315 0.7472
S4 0.7123 0.7193 0.7439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7542 0.7420 0.0122 1.6% 0.0052 0.7% 60% False False 65,218
10 0.7542 0.7398 0.0144 1.9% 0.0045 0.6% 66% False False 61,088
20 0.7672 0.7398 0.0274 3.7% 0.0047 0.6% 35% False False 32,404
40 0.7723 0.7398 0.0325 4.3% 0.0051 0.7% 29% False False 16,335
60 0.7723 0.7371 0.0352 4.7% 0.0053 0.7% 35% False False 10,958
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7629
1.618 0.7590
1.000 0.7566
0.618 0.7551
HIGH 0.7527
0.618 0.7512
0.500 0.7507
0.382 0.7502
LOW 0.7488
0.618 0.7463
1.000 0.7448
1.618 0.7424
2.618 0.7385
4.250 0.7322
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 0.7507 0.7513
PP 0.7503 0.7507
S1 0.7498 0.7500

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

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