CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 0.7493 0.7480 -0.0013 -0.2% 0.7507
High 0.7494 0.7492 -0.0002 0.0% 0.7551
Low 0.7450 0.7460 0.0009 0.1% 0.7475
Close 0.7474 0.7475 0.0001 0.0% 0.7544
Range 0.0043 0.0032 -0.0011 -26.4% 0.0076
ATR 0.0041 0.0041 -0.0001 -1.6% 0.0000
Volume 66 63 -3 -4.5% 467
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7571 0.7555 0.7493
R3 0.7539 0.7523 0.7484
R2 0.7507 0.7507 0.7481
R1 0.7491 0.7491 0.7478 0.7483
PP 0.7475 0.7475 0.7475 0.7471
S1 0.7459 0.7459 0.7472 0.7451
S2 0.7443 0.7443 0.7469
S3 0.7411 0.7427 0.7466
S4 0.7379 0.7395 0.7457
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7751 0.7723 0.7585
R3 0.7675 0.7647 0.7564
R2 0.7599 0.7599 0.7557
R1 0.7571 0.7571 0.7550 0.7585
PP 0.7523 0.7523 0.7523 0.7530
S1 0.7495 0.7495 0.7537 0.7509
S2 0.7447 0.7447 0.7530
S3 0.7371 0.7419 0.7523
S4 0.7295 0.7343 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7450 0.0101 1.4% 0.0039 0.5% 25% False False 79
10 0.7551 0.7450 0.0101 1.4% 0.0036 0.5% 25% False False 72
20 0.7559 0.7412 0.0147 2.0% 0.0040 0.5% 43% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7628
2.618 0.7575
1.618 0.7543
1.000 0.7524
0.618 0.7511
HIGH 0.7492
0.618 0.7479
0.500 0.7476
0.382 0.7472
LOW 0.7460
0.618 0.7440
1.000 0.7428
1.618 0.7408
2.618 0.7376
4.250 0.7324
Fisher Pivots for day following 05-Apr-2017
Pivot 1 day 3 day
R1 0.7476 0.7484
PP 0.7475 0.7481
S1 0.7475 0.7478

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

View Archives - Comment on this page... - Back to Index of Symbols