CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 0.7749 0.7856 0.0106 1.4% 0.7720
High 0.7894 0.7869 -0.0026 -0.3% 0.7785
Low 0.7737 0.7838 0.0101 1.3% 0.7693
Close 0.7869 0.7866 -0.0003 0.0% 0.7773
Range 0.0157 0.0031 -0.0126 -80.3% 0.0092
ATR 0.0057 0.0055 -0.0002 -3.2% 0.0000
Volume 139,977 74,068 -65,909 -47.1% 315,185
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7950 0.7939 0.7883
R3 0.7919 0.7908 0.7875
R2 0.7888 0.7888 0.7872
R1 0.7877 0.7877 0.7869 0.7883
PP 0.7857 0.7857 0.7857 0.7860
S1 0.7846 0.7846 0.7863 0.7852
S2 0.7826 0.7826 0.7860
S3 0.7795 0.7815 0.7857
S4 0.7764 0.7784 0.7849
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8026 0.7991 0.7823
R3 0.7934 0.7899 0.7798
R2 0.7842 0.7842 0.7789
R1 0.7807 0.7807 0.7781 0.7825
PP 0.7750 0.7750 0.7750 0.7759
S1 0.7715 0.7715 0.7764 0.7733
S2 0.7658 0.7658 0.7756
S3 0.7566 0.7623 0.7747
S4 0.7474 0.7531 0.7722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7894 0.7705 0.0189 2.4% 0.0068 0.9% 85% False False 86,410
10 0.7894 0.7678 0.0217 2.8% 0.0053 0.7% 87% False False 83,901
20 0.7894 0.7504 0.0390 5.0% 0.0054 0.7% 93% False False 78,937
40 0.7894 0.7332 0.0562 7.2% 0.0050 0.6% 95% False False 44,455
60 0.7894 0.7267 0.0627 8.0% 0.0050 0.6% 96% False False 29,780
80 0.7894 0.7267 0.0627 8.0% 0.0047 0.6% 96% False False 22,367
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8000
2.618 0.7950
1.618 0.7919
1.000 0.7899
0.618 0.7888
HIGH 0.7869
0.618 0.7857
0.500 0.7853
0.382 0.7849
LOW 0.7838
0.618 0.7818
1.000 0.7807
1.618 0.7787
2.618 0.7756
4.250 0.7706
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 0.7862 0.7849
PP 0.7857 0.7832
S1 0.7853 0.7815

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

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