CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	0.7682	0.7703	0.0021	0.3%	0.7550
High	0.7712	0.7734	0.0022	0.3%	0.7734
Low	0.7678	0.7700	0.0023	0.3%	0.7548
Close	0.7699	0.7724	0.0026	0.3%	0.7724
Range	0.0035	0.0034	-0.0001	-1.4%	0.0186
ATR	0.0052	0.0051	-0.0001	-2.3%	0.0000
Volume	98,760	79,743	-19,017	-19.3%	425,062

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7821	0.7807	0.7743
R3	0.7787	0.7773	0.7733
R2	0.7753	0.7753	0.7730
R1	0.7739	0.7739	0.7727	0.7746
PP	0.7719	0.7719	0.7719	0.7723
S1	0.7705	0.7705	0.7721	0.7712
S2	0.7685	0.7685	0.7718
S3	0.7651	0.7671	0.7715
S4	0.7617	0.7637	0.7705

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8161	0.7826
R3	0.8041	0.7975	0.7775
R2	0.7855	0.7855	0.7758
R1	0.7789	0.7789	0.7741	0.7822
PP	0.7669	0.7669	0.7669	0.7685
S1	0.7603	0.7603	0.7707	0.7636
S2	0.7483	0.7483	0.7690
S3	0.7297	0.7417	0.7673
S4	0.7111	0.7231	0.7622

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7734	0.7548	0.0186	2.4%	0.0055	0.7%	95%	True	False	85,012
10	0.7734	0.7504	0.0230	3.0%	0.0053	0.7%	96%	True	False	74,956
20	0.7734	0.7407	0.0328	4.2%	0.0051	0.7%	97%	True	False	55,100
40	0.7734	0.7267	0.0468	6.1%	0.0049	0.6%	98%	True	False	28,044
60	0.7734	0.7267	0.0468	6.1%	0.0048	0.6%	98%	True	False	18,801
80	0.7734	0.7267	0.0468	6.1%	0.0046	0.6%	98%	True	False	14,126

Crabel Price Patterns
NR	True
NR4	True
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7879
2.618	0.7823
1.618	0.7789
1.000	0.7768
0.618	0.7755
HIGH	0.7734
0.618	0.7721
0.500	0.7717
0.382	0.7713
LOW	0.7700
0.618	0.7679
1.000	0.7666
1.618	0.7645
2.618	0.7611
4.250	0.7555

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	0.7722	0.7703
PP	0.7719	0.7682
S1	0.7717	0.7661

Download as Excel Spreadsheet

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

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