CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 0.7506 0.7507 0.0001 0.0% 0.7512
High 0.7513 0.7524 0.0011 0.1% 0.7559
Low 0.7492 0.7480 -0.0012 -0.2% 0.7479
Close 0.7494 0.7496 0.0003 0.0% 0.7494
Range 0.0021 0.0044 0.0023 107.1% 0.0080
ATR 0.0039 0.0039 0.0000 0.8% 0.0000
Volume 18 58 40 222.2% 199
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7630 0.7607 0.7520
R3 0.7587 0.7563 0.7508
R2 0.7543 0.7543 0.7504
R1 0.7520 0.7520 0.7500 0.7510
PP 0.7500 0.7500 0.7500 0.7495
S1 0.7476 0.7476 0.7492 0.7466
S2 0.7456 0.7456 0.7488
S3 0.7413 0.7433 0.7484
S4 0.7369 0.7389 0.7472
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% 0.0038 0.5% 21% False False 48
10 0.7559 0.7434 0.0125 1.7% 0.0043 0.6% 50% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7708
2.618 0.7637
1.618 0.7594
1.000 0.7567
0.618 0.7550
HIGH 0.7524
0.618 0.7507
0.500 0.7502
0.382 0.7497
LOW 0.7480
0.618 0.7453
1.000 0.7437
1.618 0.7410
2.618 0.7366
4.250 0.7295
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 0.7502 0.7505
PP 0.7500 0.7502
S1 0.7498 0.7499

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

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