CME Canadian Dollar Future September 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 0.7525 0.7506 -0.0019 -0.3% 0.7512
High 0.7529 0.7513 -0.0017 -0.2% 0.7559
Low 0.7507 0.7492 -0.0016 -0.2% 0.7479
Close 0.7515 0.7494 -0.0022 -0.3% 0.7494
Range 0.0022 0.0021 -0.0001 -4.5% 0.0080
ATR 0.0040 0.0039 -0.0001 -3.0% 0.0000
Volume 34 18 -16 -47.1% 199
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7562 0.7549 0.7505
R3 0.7541 0.7528 0.7499
R2 0.7520 0.7520 0.7497
R1 0.7507 0.7507 0.7495 0.7503
PP 0.7499 0.7499 0.7499 0.7497
S1 0.7486 0.7486 0.7492 0.7482
S2 0.7478 0.7478 0.7490
S3 0.7457 0.7465 0.7488
S4 0.7436 0.7444 0.7482
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7751 0.7702 0.7538
R3 0.7671 0.7622 0.7516
R2 0.7591 0.7591 0.7508
R1 0.7542 0.7542 0.7501 0.7526
PP 0.7511 0.7511 0.7511 0.7503
S1 0.7462 0.7462 0.7486 0.7446
S2 0.7431 0.7431 0.7479
S3 0.7351 0.7382 0.7472
S4 0.7271 0.7302 0.7450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7479 0.0080 1.1% 0.0036 0.5% 18% False False 39
10 0.7559 0.7434 0.0125 1.7% 0.0041 0.5% 48% False False 87
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7602
2.618 0.7567
1.618 0.7546
1.000 0.7534
0.618 0.7525
HIGH 0.7513
0.618 0.7504
0.500 0.7502
0.382 0.7500
LOW 0.7492
0.618 0.7479
1.000 0.7471
1.618 0.7458
2.618 0.7437
4.250 0.7402
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 0.7502 0.7504
PP 0.7499 0.7501
S1 0.7496 0.7497

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

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