CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 0.7418 0.7413 -0.0005 -0.1% 0.7428
High 0.7431 0.7465 0.0034 0.5% 0.7465
Low 0.7410 0.7407 -0.0004 0.0% 0.7407
Close 0.7421 0.7438 0.0017 0.2% 0.7438
Range 0.0020 0.0058 0.0038 182.9% 0.0058
ATR 0.0042 0.0043 0.0001 2.8% 0.0000
Volume 6,887 20,048 13,161 191.1% 48,831
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7610 0.7582 0.7470
R3 0.7552 0.7524 0.7454
R2 0.7494 0.7494 0.7449
R1 0.7466 0.7466 0.7443 0.7480
PP 0.7436 0.7436 0.7436 0.7443
S1 0.7408 0.7408 0.7433 0.7422
S2 0.7378 0.7378 0.7427
S3 0.7320 0.7350 0.7422
S4 0.7262 0.7292 0.7406
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7610 0.7582 0.7470
R3 0.7552 0.7524 0.7454
R2 0.7494 0.7494 0.7449
R1 0.7466 0.7466 0.7443 0.7480
PP 0.7436 0.7436 0.7436 0.7443
S1 0.7408 0.7408 0.7433 0.7422
S2 0.7378 0.7378 0.7427
S3 0.7320 0.7350 0.7422
S4 0.7262 0.7292 0.7406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7407 0.0058 0.8% 0.0036 0.5% 54% True True 9,766
10 0.7465 0.7396 0.0069 0.9% 0.0037 0.5% 61% True False 5,937
20 0.7484 0.7293 0.0191 2.6% 0.0043 0.6% 76% False False 3,320
40 0.7577 0.7267 0.0310 4.2% 0.0045 0.6% 55% False False 1,847
60 0.7577 0.7267 0.0310 4.2% 0.0043 0.6% 55% False False 1,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7616
1.618 0.7558
1.000 0.7523
0.618 0.7500
HIGH 0.7465
0.618 0.7442
0.500 0.7436
0.382 0.7429
LOW 0.7407
0.618 0.7371
1.000 0.7349
1.618 0.7313
2.618 0.7255
4.250 0.7160
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 0.7437 0.7437
PP 0.7436 0.7436
S1 0.7436 0.7436

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

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