CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 0.7573 0.7551 -0.0023 -0.3% 0.7476
High 0.7577 0.7555 -0.0022 -0.3% 0.7577
Low 0.7514 0.7524 0.0009 0.1% 0.7465
Close 0.7543 0.7532 -0.0012 -0.2% 0.7543
Range 0.0063 0.0032 -0.0031 -50.0% 0.0112
ATR 0.0043 0.0042 -0.0001 -1.9% 0.0000
Volume 490 5 -485 -99.0% 1,231
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7631 0.7613 0.7549
R3 0.7600 0.7581 0.7540
R2 0.7568 0.7568 0.7537
R1 0.7550 0.7550 0.7534 0.7543
PP 0.7537 0.7537 0.7537 0.7533
S1 0.7518 0.7518 0.7529 0.7512
S2 0.7505 0.7505 0.7526
S3 0.7474 0.7487 0.7523
S4 0.7442 0.7455 0.7514
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7864 0.7816 0.7605
R3 0.7752 0.7704 0.7574
R2 0.7640 0.7640 0.7564
R1 0.7592 0.7592 0.7553 0.7616
PP 0.7528 0.7528 0.7528 0.7541
S1 0.7480 0.7480 0.7533 0.7504
S2 0.7416 0.7416 0.7522
S3 0.7304 0.7368 0.7512
S4 0.7192 0.7256 0.7481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7577 0.7465 0.0112 1.5% 0.0047 0.6% 59% False False 247
10 0.7577 0.7450 0.0127 1.7% 0.0042 0.6% 64% False False 168
20 0.7577 0.7450 0.0127 1.7% 0.0040 0.5% 64% False False 117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7637
1.618 0.7606
1.000 0.7587
0.618 0.7574
HIGH 0.7555
0.618 0.7543
0.500 0.7539
0.382 0.7536
LOW 0.7524
0.618 0.7504
1.000 0.7492
1.618 0.7473
2.618 0.7441
4.250 0.7390
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 0.7539 0.7546
PP 0.7537 0.7541
S1 0.7534 0.7536

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

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