CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 0.7550 0.7560 0.0010 0.1% 0.7578
High 0.7581 0.7618 0.0037 0.5% 0.7593
Low 0.7548 0.7553 0.0005 0.1% 0.7504
Close 0.7561 0.7614 0.0053 0.7% 0.7554
Range 0.0033 0.0066 0.0033 98.5% 0.0088
ATR 0.0048 0.0049 0.0001 2.6% 0.0000
Volume 44,149 78,907 34,758 78.7% 324,503
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7791 0.7768 0.7650
R3 0.7726 0.7703 0.7632
R2 0.7660 0.7660 0.7626
R1 0.7637 0.7637 0.7620 0.7649
PP 0.7595 0.7595 0.7595 0.7601
S1 0.7572 0.7572 0.7608 0.7583
S2 0.7529 0.7529 0.7602
S3 0.7464 0.7506 0.7596
S4 0.7398 0.7441 0.7578
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 0.7618 0.7504 0.0114 1.5% 0.0055 0.7% 96% True False 64,746
10 0.7618 0.7504 0.0114 1.5% 0.0050 0.7% 96% True False 68,670
20 0.7618 0.7396 0.0222 2.9% 0.0048 0.6% 98% True False 40,470
40 0.7618 0.7267 0.0352 4.6% 0.0048 0.6% 99% True False 20,521
60 0.7618 0.7267 0.0352 4.6% 0.0046 0.6% 99% True False 13,771
80 0.7618 0.7267 0.0352 4.6% 0.0045 0.6% 99% True False 10,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7896
2.618 0.7789
1.618 0.7724
1.000 0.7684
0.618 0.7658
HIGH 0.7618
0.618 0.7593
0.500 0.7585
0.382 0.7578
LOW 0.7553
0.618 0.7512
1.000 0.7487
1.618 0.7447
2.618 0.7381
4.250 0.7274
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 0.7604 0.7600
PP 0.7595 0.7586
S1 0.7585 0.7572

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

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