CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 0.7703 0.7720 0.0017 0.2% 0.7550
High 0.7734 0.7723 -0.0011 -0.1% 0.7734
Low 0.7700 0.7695 -0.0005 -0.1% 0.7548
Close 0.7724 0.7702 -0.0022 -0.3% 0.7724
Range 0.0034 0.0028 -0.0006 -17.6% 0.0186
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 79,743 51,173 -28,570 -35.8% 425,062
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7791 0.7774 0.7717
R3 0.7763 0.7746 0.7710
R2 0.7735 0.7735 0.7707
R1 0.7718 0.7718 0.7705 0.7713
PP 0.7707 0.7707 0.7707 0.7704
S1 0.7690 0.7690 0.7699 0.7685
S2 0.7679 0.7679 0.7697
S3 0.7651 0.7662 0.7694
S4 0.7623 0.7634 0.7687
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 0.7553 0.0182 2.4% 0.0054 0.7% 82% False False 86,417
10 0.7734 0.7504 0.0230 3.0% 0.0053 0.7% 86% False False 73,902
20 0.7734 0.7407 0.0328 4.3% 0.0051 0.7% 90% False False 57,595
40 0.7734 0.7279 0.0455 5.9% 0.0048 0.6% 93% False False 29,314
60 0.7734 0.7267 0.0468 6.1% 0.0048 0.6% 93% False False 19,653
80 0.7734 0.7267 0.0468 6.1% 0.0046 0.6% 93% False False 14,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7842
2.618 0.7796
1.618 0.7768
1.000 0.7751
0.618 0.7740
HIGH 0.7723
0.618 0.7712
0.500 0.7709
0.382 0.7706
LOW 0.7695
0.618 0.7678
1.000 0.7667
1.618 0.7650
2.618 0.7622
4.250 0.7576
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 0.7709 0.7706
PP 0.7707 0.7705
S1 0.7704 0.7703

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

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