CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 0.7356 0.7366 0.0010 0.1% 0.7340
High 0.7382 0.7384 0.0002 0.0% 0.7345
Low 0.7337 0.7346 0.0009 0.1% 0.7279
Close 0.7379 0.7354 -0.0025 -0.3% 0.7308
Range 0.0045 0.0038 -0.0007 -15.7% 0.0065
ATR 0.0048 0.0047 -0.0001 -1.5% 0.0000
Volume 804 305 -499 -62.1% 2,136
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 0.7474 0.7451 0.7375
R3 0.7436 0.7414 0.7364
R2 0.7399 0.7399 0.7361
R1 0.7376 0.7376 0.7357 0.7369
PP 0.7361 0.7361 0.7361 0.7357
S1 0.7339 0.7339 0.7351 0.7331
S2 0.7324 0.7324 0.7347
S3 0.7286 0.7301 0.7344
S4 0.7249 0.7264 0.7333
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7507 0.7473 0.7344
R3 0.7441 0.7407 0.7326
R2 0.7376 0.7376 0.7320
R1 0.7342 0.7342 0.7314 0.7326
PP 0.7310 0.7310 0.7310 0.7303
S1 0.7276 0.7276 0.7301 0.7261
S2 0.7245 0.7245 0.7295
S3 0.7179 0.7211 0.7289
S4 0.7114 0.7145 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7384 0.7279 0.0104 1.4% 0.0048 0.7% 72% True False 565
10 0.7384 0.7267 0.0117 1.6% 0.0049 0.7% 75% True False 476
20 0.7474 0.7267 0.0207 2.8% 0.0047 0.6% 42% False False 432
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 28% False False 286
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 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7543
2.618 0.7482
1.618 0.7444
1.000 0.7421
0.618 0.7407
HIGH 0.7384
0.618 0.7369
0.500 0.7365
0.382 0.7360
LOW 0.7346
0.618 0.7323
1.000 0.7309
1.618 0.7285
2.618 0.7248
4.250 0.7187
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 0.7365 0.7351
PP 0.7361 0.7347
S1 0.7358 0.7344

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

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