CME Canadian Dollar Future September 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 0.7492 0.7490 -0.0002 0.0% 0.7512
High 0.7507 0.7525 0.0019 0.2% 0.7559
Low 0.7475 0.7482 0.0007 0.1% 0.7479
Close 0.7494 0.7521 0.0028 0.4% 0.7494
Range 0.0031 0.0044 0.0012 38.1% 0.0080
ATR 0.0039 0.0039 0.0000 0.9% 0.0000
Volume 171 48 -123 -71.9% 199
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7640 0.7624 0.7545
R3 0.7596 0.7580 0.7533
R2 0.7553 0.7553 0.7529
R1 0.7537 0.7537 0.7525 0.7545
PP 0.7509 0.7509 0.7509 0.7513
S1 0.7493 0.7493 0.7517 0.7501
S2 0.7466 0.7466 0.7513
S3 0.7422 0.7450 0.7509
S4 0.7379 0.7406 0.7497
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 0.7529 0.7475 0.0054 0.7% 0.0032 0.4% 85% False False 65
10 0.7559 0.7475 0.0084 1.1% 0.0038 0.5% 55% False False 61
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7710
2.618 0.7639
1.618 0.7595
1.000 0.7569
0.618 0.7552
HIGH 0.7525
0.618 0.7508
0.500 0.7503
0.382 0.7498
LOW 0.7482
0.618 0.7455
1.000 0.7438
1.618 0.7411
2.618 0.7368
4.250 0.7297
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 0.7515 0.7514
PP 0.7509 0.7507
S1 0.7503 0.7500

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

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