CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 0.7512 0.7509 -0.0004 0.0% 0.7454
High 0.7534 0.7559 0.0025 0.3% 0.7551
Low 0.7499 0.7504 0.0006 0.1% 0.7434
Close 0.7505 0.7514 0.0010 0.1% 0.7517
Range 0.0036 0.0055 0.0019 54.9% 0.0117
ATR
Volume 13 46 33 253.8% 680
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7691 0.7657 0.7544
R3 0.7636 0.7602 0.7529
R2 0.7581 0.7581 0.7524
R1 0.7547 0.7547 0.7519 0.7564
PP 0.7526 0.7526 0.7526 0.7534
S1 0.7492 0.7492 0.7509 0.7509
S2 0.7471 0.7471 0.7504
S3 0.7416 0.7437 0.7499
S4 0.7361 0.7382 0.7484
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7852 0.7801 0.7581
R3 0.7735 0.7684 0.7549
R2 0.7618 0.7618 0.7538
R1 0.7567 0.7567 0.7528 0.7593
PP 0.7501 0.7501 0.7501 0.7513
S1 0.7450 0.7450 0.7506 0.7476
S2 0.7384 0.7384 0.7496
S3 0.7267 0.7333 0.7485
S4 0.7150 0.7216 0.7453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7441 0.0118 1.6% 0.0054 0.7% 62% True False 62
10 0.7559 0.7412 0.0147 2.0% 0.0044 0.6% 69% True False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7793
2.618 0.7703
1.618 0.7648
1.000 0.7614
0.618 0.7593
HIGH 0.7559
0.618 0.7538
0.500 0.7532
0.382 0.7525
LOW 0.7504
0.618 0.7470
1.000 0.7449
1.618 0.7415
2.618 0.7360
4.250 0.7270
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 0.7532 0.7528
PP 0.7526 0.7523
S1 0.7520 0.7519

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

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