CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 0.7884 0.7927 0.0043 0.5% 0.7770
High 0.7956 0.7958 0.0002 0.0% 0.7917
Low 0.7881 0.7911 0.0031 0.4% 0.7735
Close 0.7932 0.7949 0.0018 0.2% 0.7912
Range 0.0075 0.0047 -0.0029 -38.0% 0.0182
ATR 0.0057 0.0056 -0.0001 -1.3% 0.0000
Volume 85,948 53,545 -32,403 -37.7% 428,634
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8079 0.8060 0.7975
R3 0.8032 0.8014 0.7962
R2 0.7986 0.7986 0.7958
R1 0.7967 0.7967 0.7953 0.7977
PP 0.7939 0.7939 0.7939 0.7944
S1 0.7921 0.7921 0.7945 0.7930
S2 0.7893 0.7893 0.7940
S3 0.7846 0.7874 0.7936
S4 0.7800 0.7828 0.7923
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 0.7958 0.7838 0.0120 1.5% 0.0052 0.7% 93% True False 72,113
10 0.7958 0.7705 0.0253 3.2% 0.0061 0.8% 97% True False 79,067
20 0.7958 0.7504 0.0453 5.7% 0.0057 0.7% 98% True False 78,637
40 0.7958 0.7396 0.0562 7.1% 0.0052 0.7% 98% True False 51,564
60 0.7958 0.7267 0.0691 8.7% 0.0050 0.6% 99% True False 34,534
80 0.7958 0.7267 0.0691 8.7% 0.0048 0.6% 99% True False 25,946
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.8079
1.618 0.8033
1.000 0.8004
0.618 0.7986
HIGH 0.7958
0.618 0.7940
0.500 0.7934
0.382 0.7929
LOW 0.7911
0.618 0.7882
1.000 0.7865
1.618 0.7836
2.618 0.7789
4.250 0.7713
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 0.7944 0.7939
PP 0.7939 0.7929
S1 0.7934 0.7919

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

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