CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 0.7865 0.7916 0.0052 0.7% 0.7770
High 0.7917 0.7927 0.0011 0.1% 0.7917
Low 0.7853 0.7882 0.0030 0.4% 0.7735
Close 0.7912 0.7888 -0.0024 -0.3% 0.7912
Range 0.0064 0.0045 -0.0019 -29.7% 0.0182
ATR 0.0056 0.0055 -0.0001 -1.4% 0.0000
Volume 83,308 63,700 -19,608 -23.5% 428,634
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8034 0.8006 0.7913
R3 0.7989 0.7961 0.7900
R2 0.7944 0.7944 0.7896
R1 0.7916 0.7916 0.7892 0.7908
PP 0.7899 0.7899 0.7899 0.7895
S1 0.7871 0.7871 0.7884 0.7862
S2 0.7854 0.7854 0.7880
S3 0.7809 0.7826 0.7876
S4 0.7764 0.7781 0.7863
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8399 0.8337 0.8011
R3 0.8217 0.8155 0.7961
R2 0.8036 0.8036 0.7945
R1 0.7974 0.7974 0.7928 0.8005
PP 0.7854 0.7854 0.7854 0.7870
S1 0.7792 0.7792 0.7895 0.7823
S2 0.7673 0.7673 0.7878
S3 0.7491 0.7611 0.7862
S4 0.7310 0.7429 0.7812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7927 0.7735 0.0192 2.4% 0.0066 0.8% 80% True False 86,035
10 0.7927 0.7693 0.0234 3.0% 0.0057 0.7% 83% True False 80,751
20 0.7927 0.7504 0.0423 5.4% 0.0055 0.7% 91% True False 77,854
40 0.7927 0.7363 0.0564 7.2% 0.0051 0.6% 93% True False 48,111
60 0.7927 0.7267 0.0661 8.4% 0.0050 0.6% 94% True False 32,219
80 0.7927 0.7267 0.0661 8.4% 0.0047 0.6% 94% True False 24,203
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8118
2.618 0.8045
1.618 0.8000
1.000 0.7972
0.618 0.7955
HIGH 0.7927
0.618 0.7910
0.500 0.7905
0.382 0.7899
LOW 0.7882
0.618 0.7854
1.000 0.7837
1.618 0.7809
2.618 0.7764
4.250 0.7691
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 0.7905 0.7886
PP 0.7899 0.7884
S1 0.7894 0.7882

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

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