CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 0.7414 0.7428 0.0013 0.2% 0.7452
High 0.7435 0.7444 0.0010 0.1% 0.7461
Low 0.7396 0.7421 0.0025 0.3% 0.7396
Close 0.7425 0.7436 0.0011 0.1% 0.7425
Range 0.0039 0.0023 -0.0015 -40.3% 0.0065
ATR 0.0045 0.0044 -0.0002 -3.5% 0.0000
Volume 1,260 1,265 5 0.4% 10,170
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7503 0.7492 0.7449
R3 0.7480 0.7469 0.7442
R2 0.7457 0.7457 0.7440
R1 0.7446 0.7446 0.7438 0.7452
PP 0.7434 0.7434 0.7434 0.7436
S1 0.7423 0.7423 0.7434 0.7429
S2 0.7411 0.7411 0.7432
S3 0.7388 0.7400 0.7430
S4 0.7365 0.7377 0.7423
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7622 0.7589 0.7461
R3 0.7557 0.7524 0.7443
R2 0.7492 0.7492 0.7437
R1 0.7459 0.7459 0.7431 0.7443
PP 0.7427 0.7427 0.7427 0.7420
S1 0.7394 0.7394 0.7419 0.7378
S2 0.7362 0.7362 0.7413
S3 0.7297 0.7329 0.7407
S4 0.7232 0.7264 0.7389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7461 0.7396 0.0065 0.9% 0.0036 0.5% 62% False False 2,287
10 0.7484 0.7396 0.0088 1.2% 0.0041 0.6% 46% False False 1,536
20 0.7484 0.7279 0.0204 2.8% 0.0044 0.6% 77% False False 1,033
40 0.7577 0.7267 0.0310 4.2% 0.0046 0.6% 55% False False 682
60 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 55% False False 482
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7542
2.618 0.7504
1.618 0.7481
1.000 0.7467
0.618 0.7458
HIGH 0.7444
0.618 0.7435
0.500 0.7433
0.382 0.7430
LOW 0.7421
0.618 0.7407
1.000 0.7398
1.618 0.7384
2.618 0.7361
4.250 0.7323
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 0.7435 0.7431
PP 0.7434 0.7425
S1 0.7433 0.7420

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

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