CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 0.7569 0.7550 -0.0019 -0.3% 0.7578
High 0.7582 0.7581 -0.0001 0.0% 0.7593
Low 0.7526 0.7548 0.0022 0.3% 0.7504
Close 0.7554 0.7561 0.0007 0.1% 0.7554
Range 0.0056 0.0033 -0.0023 -40.5% 0.0088
ATR 0.0049 0.0048 -0.0001 -2.4% 0.0000
Volume 60,583 44,149 -16,434 -27.1% 324,503
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7662 0.7644 0.7579
R3 0.7629 0.7611 0.7570
R2 0.7596 0.7596 0.7567
R1 0.7578 0.7578 0.7564 0.7587
PP 0.7563 0.7563 0.7563 0.7568
S1 0.7545 0.7545 0.7557 0.7554
S2 0.7530 0.7530 0.7554
S3 0.7497 0.7512 0.7551
S4 0.7464 0.7479 0.7542
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7816 0.7773 0.7603
R3 0.7727 0.7685 0.7578
R2 0.7639 0.7639 0.7570
R1 0.7596 0.7596 0.7562 0.7573
PP 0.7550 0.7550 0.7550 0.7539
S1 0.7508 0.7508 0.7546 0.7485
S2 0.7462 0.7462 0.7538
S3 0.7373 0.7419 0.7530
S4 0.7285 0.7331 0.7505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7586 0.7504 0.0081 1.1% 0.0051 0.7% 69% False False 61,387
10 0.7609 0.7504 0.0105 1.4% 0.0050 0.7% 54% False False 64,173
20 0.7609 0.7396 0.0213 2.8% 0.0046 0.6% 77% False False 36,563
40 0.7609 0.7267 0.0343 4.5% 0.0047 0.6% 86% False False 18,552
60 0.7609 0.7267 0.0343 4.5% 0.0046 0.6% 86% False False 12,457
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7667
1.618 0.7634
1.000 0.7614
0.618 0.7601
HIGH 0.7581
0.618 0.7568
0.500 0.7565
0.382 0.7561
LOW 0.7548
0.618 0.7528
1.000 0.7515
1.618 0.7495
2.618 0.7462
4.250 0.7408
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 0.7565 0.7556
PP 0.7563 0.7551
S1 0.7562 0.7546

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

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