CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 0.7481 0.7480 -0.0001 0.0% 0.7502
High 0.7498 0.7515 0.0018 0.2% 0.7549
Low 0.7463 0.7471 0.0008 0.1% 0.7466
Close 0.7483 0.7511 0.0028 0.4% 0.7483
Range 0.0035 0.0045 0.0010 29.0% 0.0083
ATR 0.0045 0.0045 0.0000 -0.1% 0.0000
Volume 48,898 55,301 6,403 13.1% 266,747
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7632 0.7616 0.7535
R3 0.7588 0.7571 0.7523
R2 0.7543 0.7543 0.7519
R1 0.7527 0.7527 0.7515 0.7535
PP 0.7499 0.7499 0.7499 0.7503
S1 0.7482 0.7482 0.7506 0.7491
S2 0.7454 0.7454 0.7502
S3 0.7410 0.7438 0.7498
S4 0.7365 0.7393 0.7486
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 0.7520 0.7463 0.0057 0.8% 0.0035 0.5% 84% False False 49,125
10 0.7549 0.7463 0.0086 1.1% 0.0041 0.5% 56% False False 55,086
20 0.7549 0.7398 0.0151 2.0% 0.0042 0.6% 75% False False 50,608
40 0.7715 0.7398 0.0317 4.2% 0.0046 0.6% 36% False False 25,785
60 0.7723 0.7398 0.0325 4.3% 0.0053 0.7% 35% False False 17,262
80 0.7723 0.7371 0.0352 4.7% 0.0051 0.7% 40% False False 12,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7632
1.618 0.7587
1.000 0.7560
0.618 0.7543
HIGH 0.7515
0.618 0.7498
0.500 0.7493
0.382 0.7487
LOW 0.7471
0.618 0.7443
1.000 0.7426
1.618 0.7398
2.618 0.7354
4.250 0.7281
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 0.7505 0.7503
PP 0.7499 0.7496
S1 0.7493 0.7489

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

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