CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 0.7510 0.7497 -0.0013 -0.2% 0.7502
High 0.7520 0.7502 -0.0018 -0.2% 0.7549
Low 0.7496 0.7479 -0.0016 -0.2% 0.7466
Close 0.7505 0.7483 -0.0022 -0.3% 0.7483
Range 0.0024 0.0023 -0.0002 -6.3% 0.0083
ATR 0.0047 0.0046 -0.0002 -3.2% 0.0000
Volume 44,112 44,760 648 1.5% 266,747
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7555 0.7542 0.7495
R3 0.7533 0.7519 0.7489
R2 0.7510 0.7510 0.7487
R1 0.7497 0.7497 0.7485 0.7492
PP 0.7488 0.7488 0.7488 0.7486
S1 0.7474 0.7474 0.7481 0.7470
S2 0.7465 0.7465 0.7479
S3 0.7443 0.7452 0.7477
S4 0.7420 0.7429 0.7471
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7747 0.7697 0.7528
R3 0.7664 0.7615 0.7506
R2 0.7582 0.7582 0.7498
R1 0.7532 0.7532 0.7491 0.7516
PP 0.7499 0.7499 0.7499 0.7491
S1 0.7450 0.7450 0.7475 0.7433
S2 0.7417 0.7417 0.7468
S3 0.7334 0.7367 0.7460
S4 0.7252 0.7285 0.7438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7466 0.0083 1.1% 0.0039 0.5% 21% False False 53,349
10 0.7549 0.7420 0.0129 1.7% 0.0044 0.6% 49% False False 60,563
20 0.7651 0.7398 0.0253 3.4% 0.0045 0.6% 34% False False 43,254
40 0.7723 0.7398 0.0325 4.3% 0.0048 0.6% 26% False False 21,879
60 0.7723 0.7371 0.0352 4.7% 0.0053 0.7% 32% False False 14,657
80 0.7723 0.7371 0.0352 4.7% 0.0051 0.7% 32% False False 11,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 0.7597
2.618 0.7560
1.618 0.7538
1.000 0.7524
0.618 0.7515
HIGH 0.7502
0.618 0.7493
0.500 0.7490
0.382 0.7488
LOW 0.7479
0.618 0.7465
1.000 0.7457
1.618 0.7443
2.618 0.7420
4.250 0.7383
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 0.7490 0.7493
PP 0.7488 0.7490
S1 0.7485 0.7486

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

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