CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 0.7550 0.7515 -0.0035 -0.5% 0.7445
High 0.7550 0.7583 0.0033 0.4% 0.7609
Low 0.7504 0.7509 0.0005 0.1% 0.7438
Close 0.7526 0.7563 0.0037 0.5% 0.7577
Range 0.0046 0.0074 0.0028 60.9% 0.0172
ATR 0.0047 0.0049 0.0002 4.1% 0.0000
Volume 73,496 66,599 -6,897 -9.4% 303,611
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7773 0.7742 0.7603
R3 0.7699 0.7668 0.7583
R2 0.7625 0.7625 0.7576
R1 0.7594 0.7594 0.7569 0.7610
PP 0.7552 0.7552 0.7552 0.7559
S1 0.7520 0.7520 0.7556 0.7536
S2 0.7478 0.7478 0.7549
S3 0.7404 0.7446 0.7542
S4 0.7330 0.7372 0.7522
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% 0.0048 0.6% 66% False False 67,739
10 0.7609 0.7407 0.0203 2.7% 0.0056 0.7% 77% False False 58,757
20 0.7609 0.7396 0.0213 2.8% 0.0046 0.6% 78% False False 31,409
40 0.7609 0.7267 0.0343 4.5% 0.0047 0.6% 86% False False 15,967
60 0.7609 0.7267 0.0343 4.5% 0.0046 0.6% 86% False False 10,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7777
1.618 0.7703
1.000 0.7657
0.618 0.7629
HIGH 0.7583
0.618 0.7555
0.500 0.7546
0.382 0.7537
LOW 0.7509
0.618 0.7463
1.000 0.7435
1.618 0.7389
2.618 0.7315
4.250 0.7195
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 0.7557 0.7557
PP 0.7552 0.7551
S1 0.7546 0.7545

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

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