CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 0.7520 0.7566 0.0047 0.6% 0.7428
High 0.7583 0.7609 0.0027 0.3% 0.7465
Low 0.7520 0.7548 0.0029 0.4% 0.7407
Close 0.7571 0.7561 -0.0010 -0.1% 0.7438
Range 0.0063 0.0061 -0.0002 -3.2% 0.0058
ATR 0.0047 0.0048 0.0001 2.1% 0.0000
Volume 33,932 70,483 36,551 107.7% 48,831
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7756 0.7719 0.7594
R3 0.7695 0.7658 0.7577
R2 0.7634 0.7634 0.7572
R1 0.7597 0.7597 0.7566 0.7585
PP 0.7573 0.7573 0.7573 0.7566
S1 0.7536 0.7536 0.7555 0.7524
S2 0.7511 0.7511 0.7549
S3 0.7450 0.7475 0.7544
S4 0.7389 0.7414 0.7527
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 0.7609 0.7407 0.0203 2.7% 0.0058 0.8% 76% True False 32,375
10 0.7609 0.7396 0.0213 2.8% 0.0046 0.6% 77% True False 18,589
20 0.7609 0.7332 0.0278 3.7% 0.0046 0.6% 83% True False 9,974
40 0.7609 0.7267 0.0343 4.5% 0.0047 0.6% 86% True False 5,202
60 0.7609 0.7267 0.0343 4.5% 0.0045 0.6% 86% True False 3,511
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7868
2.618 0.7769
1.618 0.7708
1.000 0.7670
0.618 0.7647
HIGH 0.7609
0.618 0.7586
0.500 0.7579
0.382 0.7571
LOW 0.7548
0.618 0.7510
1.000 0.7487
1.618 0.7449
2.618 0.7388
4.250 0.7289
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 0.7579 0.7548
PP 0.7573 0.7536
S1 0.7567 0.7523

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

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