CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 0.7927 0.7944 0.0016 0.2% 0.7770
High 0.7958 0.7982 0.0024 0.3% 0.7917
Low 0.7911 0.7918 0.0007 0.1% 0.7735
Close 0.7949 0.7953 0.0004 0.1% 0.7912
Range 0.0047 0.0064 0.0017 36.6% 0.0182
ATR 0.0056 0.0056 0.0001 1.0% 0.0000
Volume 53,545 80,729 27,184 50.8% 428,634
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8141 0.8111 0.7988
R3 0.8078 0.8047 0.7970
R2 0.8014 0.8014 0.7965
R1 0.7984 0.7984 0.7959 0.7999
PP 0.7951 0.7951 0.7951 0.7959
S1 0.7920 0.7920 0.7947 0.7936
S2 0.7887 0.7887 0.7941
S3 0.7824 0.7857 0.7936
S4 0.7760 0.7793 0.7918
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 0.7982 0.7853 0.0129 1.6% 0.0059 0.7% 78% True False 73,446
10 0.7982 0.7705 0.0277 3.5% 0.0063 0.8% 90% True False 79,928
20 0.7982 0.7509 0.0473 5.9% 0.0058 0.7% 94% True False 78,999
40 0.7982 0.7396 0.0586 7.4% 0.0052 0.7% 95% True False 53,569
60 0.7982 0.7267 0.0715 9.0% 0.0050 0.6% 96% True False 35,868
80 0.7982 0.7267 0.0715 9.0% 0.0049 0.6% 96% True False 26,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8251
2.618 0.8148
1.618 0.8084
1.000 0.8045
0.618 0.8021
HIGH 0.7982
0.618 0.7957
0.500 0.7950
0.382 0.7942
LOW 0.7918
0.618 0.7879
1.000 0.7854
1.618 0.7815
2.618 0.7752
4.250 0.7648
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 0.7952 0.7946
PP 0.7951 0.7938
S1 0.7950 0.7931

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

View Archives - Comment on this page... - Back to Index of Symbols