CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 0.7577 0.7550 -0.0027 -0.3% 0.7445
High 0.7586 0.7550 -0.0035 -0.5% 0.7609
Low 0.7539 0.7504 -0.0035 -0.5% 0.7438
Close 0.7556 0.7526 -0.0030 -0.4% 0.7577
Range 0.0046 0.0046 0.0000 -1.1% 0.0172
ATR 0.0047 0.0047 0.0000 0.7% 0.0000
Volume 62,108 73,496 11,388 18.3% 303,611
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7665 0.7641 0.7551
R3 0.7619 0.7595 0.7539
R2 0.7573 0.7573 0.7534
R1 0.7549 0.7549 0.7530 0.7538
PP 0.7527 0.7527 0.7527 0.7521
S1 0.7503 0.7503 0.7522 0.7492
S2 0.7481 0.7481 0.7518
S3 0.7435 0.7457 0.7513
S4 0.7389 0.7411 0.7501
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8056 0.7988 0.7671
R3 0.7884 0.7816 0.7624
R2 0.7713 0.7713 0.7608
R1 0.7645 0.7645 0.7592 0.7679
PP 0.7541 0.7541 0.7541 0.7558
S1 0.7473 0.7473 0.7561 0.7507
S2 0.7369 0.7369 0.7545
S3 0.7198 0.7301 0.7529
S4 0.7026 0.7130 0.7482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7593 0.7504 0.0088 1.2% 0.0043 0.6% 25% False True 73,197
10 0.7609 0.7407 0.0203 2.7% 0.0050 0.7% 59% False False 52,786
20 0.7609 0.7396 0.0213 2.8% 0.0046 0.6% 61% False False 28,139
40 0.7609 0.7267 0.0343 4.6% 0.0046 0.6% 76% False False 14,303
60 0.7609 0.7267 0.0343 4.6% 0.0045 0.6% 76% False False 9,607
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7746
2.618 0.7670
1.618 0.7624
1.000 0.7596
0.618 0.7578
HIGH 0.7550
0.618 0.7532
0.500 0.7527
0.382 0.7522
LOW 0.7504
0.618 0.7476
1.000 0.7458
1.618 0.7430
2.618 0.7384
4.250 0.7309
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 0.7527 0.7548
PP 0.7527 0.7541
S1 0.7526 0.7533

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

View Archives - Comment on this page... - Back to Index of Symbols