CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 0.7982 0.8001 0.0019 0.2% 0.7916
High 0.8017 0.8018 0.0001 0.0% 0.7993
Low 0.7974 0.7986 0.0012 0.2% 0.7881
Close 0.8007 0.8000 -0.0007 -0.1% 0.7986
Range 0.0044 0.0033 -0.0011 -25.3% 0.0112
ATR 0.0055 0.0054 -0.0002 -3.0% 0.0000
Volume 64,736 66,333 1,597 2.5% 366,622
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8099 0.8082 0.8018
R3 0.8066 0.8049 0.8009
R2 0.8034 0.8034 0.8006
R1 0.8017 0.8017 0.8003 0.8009
PP 0.8001 0.8001 0.8001 0.7997
S1 0.7984 0.7984 0.7997 0.7977
S2 0.7969 0.7969 0.7994
S3 0.7936 0.7952 0.7991
S4 0.7904 0.7919 0.7982
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8289 0.8249 0.8047
R3 0.8177 0.8137 0.8016
R2 0.8065 0.8065 0.8006
R1 0.8025 0.8025 0.7996 0.8045
PP 0.7953 0.7953 0.7953 0.7963
S1 0.7913 0.7913 0.7975 0.7933
S2 0.7841 0.7841 0.7965
S3 0.7729 0.7801 0.7955
S4 0.7617 0.7689 0.7924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8018 0.7911 0.0107 1.3% 0.0048 0.6% 83% True False 69,608
10 0.8018 0.7737 0.0281 3.5% 0.0061 0.8% 94% True False 79,504
20 0.8018 0.7553 0.0466 5.8% 0.0057 0.7% 96% True False 81,121
40 0.8018 0.7396 0.0622 7.8% 0.0052 0.6% 97% True False 58,842
60 0.8018 0.7267 0.0751 9.4% 0.0050 0.6% 98% True False 39,408
80 0.8018 0.7267 0.0751 9.4% 0.0049 0.6% 98% True False 29,623
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.8103
1.618 0.8071
1.000 0.8051
0.618 0.8038
HIGH 0.8018
0.618 0.8006
0.500 0.8002
0.382 0.7998
LOW 0.7986
0.618 0.7965
1.000 0.7953
1.618 0.7933
2.618 0.7900
4.250 0.7847
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 0.8002 0.7993
PP 0.8001 0.7985
S1 0.8001 0.7978

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

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