CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 0.7521 0.7484 -0.0037 -0.5% 0.7494
High 0.7522 0.7485 -0.0037 -0.5% 0.7541
Low 0.7470 0.7439 -0.0032 -0.4% 0.7463
Close 0.7478 0.7464 -0.0015 -0.2% 0.7533
Range 0.0052 0.0046 -0.0006 -10.7% 0.0078
ATR 0.0046 0.0046 0.0000 0.0% 0.0000
Volume 66,707 57,048 -9,659 -14.5% 284,195
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7600 0.7578 0.7489
R3 0.7554 0.7532 0.7476
R2 0.7508 0.7508 0.7472
R1 0.7486 0.7486 0.7468 0.7474
PP 0.7462 0.7462 0.7462 0.7456
S1 0.7440 0.7440 0.7459 0.7428
S2 0.7416 0.7416 0.7455
S3 0.7370 0.7394 0.7451
S4 0.7324 0.7348 0.7438
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7745 0.7716 0.7576
R3 0.7667 0.7639 0.7554
R2 0.7590 0.7590 0.7547
R1 0.7561 0.7561 0.7540 0.7576
PP 0.7512 0.7512 0.7512 0.7519
S1 0.7484 0.7484 0.7526 0.7498
S2 0.7435 0.7435 0.7519
S3 0.7357 0.7406 0.7512
S4 0.7280 0.7329 0.7490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7541 0.7439 0.0102 1.4% 0.0046 0.6% 25% False True 61,299
10 0.7541 0.7439 0.0102 1.4% 0.0041 0.5% 25% False True 55,853
20 0.7549 0.7398 0.0151 2.0% 0.0045 0.6% 44% False False 61,114
40 0.7695 0.7398 0.0297 4.0% 0.0046 0.6% 22% False False 32,038
60 0.7723 0.7398 0.0325 4.3% 0.0052 0.7% 20% False False 21,438
80 0.7723 0.7371 0.0352 4.7% 0.0051 0.7% 26% False False 16,115
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7605
1.618 0.7559
1.000 0.7531
0.618 0.7513
HIGH 0.7485
0.618 0.7467
0.500 0.7462
0.382 0.7456
LOW 0.7439
0.618 0.7410
1.000 0.7393
1.618 0.7364
2.618 0.7318
4.250 0.7243
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 0.7463 0.7487
PP 0.7462 0.7479
S1 0.7462 0.7471

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

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