CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 0.7450 0.7418 -0.0032 -0.4% 0.7452
High 0.7462 0.7431 -0.0032 -0.4% 0.7461
Low 0.7408 0.7410 0.0002 0.0% 0.7396
Close 0.7411 0.7421 0.0010 0.1% 0.7425
Range 0.0054 0.0020 -0.0034 -62.0% 0.0065
ATR 0.0043 0.0042 -0.0002 -3.8% 0.0000
Volume 4,679 6,887 2,208 47.2% 10,170
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7482 0.7472 0.7432
R3 0.7461 0.7451 0.7426
R2 0.7441 0.7441 0.7424
R1 0.7431 0.7431 0.7422 0.7436
PP 0.7420 0.7420 0.7420 0.7423
S1 0.7410 0.7410 0.7419 0.7415
S2 0.7400 0.7400 0.7417
S3 0.7379 0.7390 0.7415
S4 0.7359 0.7369 0.7409
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 0.7462 0.7396 0.0066 0.9% 0.0033 0.4% 37% False False 6,008
10 0.7484 0.7396 0.0088 1.2% 0.0037 0.5% 28% False False 4,061
20 0.7484 0.7279 0.0204 2.8% 0.0043 0.6% 69% False False 2,351
40 0.7577 0.7267 0.0310 4.2% 0.0045 0.6% 50% False False 1,356
60 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 50% False False 932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 0.7518
2.618 0.7484
1.618 0.7464
1.000 0.7451
0.618 0.7443
HIGH 0.7431
0.618 0.7423
0.500 0.7420
0.382 0.7418
LOW 0.7410
0.618 0.7397
1.000 0.7390
1.618 0.7377
2.618 0.7356
4.250 0.7323
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 0.7420 0.7435
PP 0.7420 0.7430
S1 0.7420 0.7425

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

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