CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 0.7916 0.7884 -0.0032 -0.4% 0.7770
High 0.7927 0.7956 0.0028 0.4% 0.7917
Low 0.7882 0.7881 -0.0002 0.0% 0.7735
Close 0.7888 0.7932 0.0044 0.6% 0.7912
Range 0.0045 0.0075 0.0030 66.7% 0.0182
ATR 0.0055 0.0057 0.0001 2.6% 0.0000
Volume 63,700 85,948 22,248 34.9% 428,634
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8148 0.8115 0.7973
R3 0.8073 0.8040 0.7952
R2 0.7998 0.7998 0.7945
R1 0.7965 0.7965 0.7938 0.7981
PP 0.7923 0.7923 0.7923 0.7931
S1 0.7890 0.7890 0.7925 0.7906
S2 0.7848 0.7848 0.7918
S3 0.7773 0.7815 0.7911
S4 0.7698 0.7740 0.7890
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 0.7956 0.7737 0.0218 2.8% 0.0074 0.9% 89% True False 89,400
10 0.7956 0.7693 0.0263 3.3% 0.0062 0.8% 91% True False 84,229
20 0.7956 0.7504 0.0451 5.7% 0.0057 0.7% 95% True False 79,065
40 0.7956 0.7396 0.0560 7.1% 0.0051 0.6% 96% True False 50,239
60 0.7956 0.7267 0.0689 8.7% 0.0051 0.6% 97% True False 33,644
80 0.7956 0.7267 0.0689 8.7% 0.0048 0.6% 97% True False 25,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8152
1.618 0.8077
1.000 0.8031
0.618 0.8002
HIGH 0.7956
0.618 0.7927
0.500 0.7918
0.382 0.7909
LOW 0.7881
0.618 0.7834
1.000 0.7806
1.618 0.7759
2.618 0.7684
4.250 0.7562
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 0.7927 0.7922
PP 0.7923 0.7913
S1 0.7918 0.7904

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

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