CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 0.7968 0.8045 0.0077 1.0% 0.7982
High 0.8058 0.8050 -0.0008 -0.1% 0.8062
Low 0.7963 0.7987 0.0024 0.3% 0.7958
Close 0.8050 0.8036 -0.0014 -0.2% 0.8050
Range 0.0095 0.0063 -0.0032 -34.2% 0.0105
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 97,792 89,600 -8,192 -8.4% 425,172
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8212 0.8186 0.8070
R3 0.8149 0.8124 0.8053
R2 0.8087 0.8087 0.8047
R1 0.8061 0.8061 0.8042 0.8043
PP 0.8024 0.8024 0.8024 0.8015
S1 0.7999 0.7999 0.8030 0.7980
S2 0.7962 0.7962 0.8025
S3 0.7899 0.7936 0.8019
S4 0.7837 0.7874 0.8002
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8337 0.8298 0.8107
R3 0.8232 0.8193 0.8078
R2 0.8128 0.8128 0.8069
R1 0.8089 0.8089 0.8059 0.8108
PP 0.8023 0.8023 0.8023 0.8033
S1 0.7984 0.7984 0.8040 0.8004
S2 0.7919 0.7919 0.8030
S3 0.7814 0.7880 0.8021
S4 0.7710 0.7775 0.7992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8062 0.7958 0.0105 1.3% 0.0076 0.9% 75% False False 90,007
10 0.8062 0.7881 0.0182 2.3% 0.0066 0.8% 86% False False 81,769
20 0.8062 0.7693 0.0369 4.6% 0.0062 0.8% 93% False False 81,260
40 0.8062 0.7407 0.0655 8.2% 0.0056 0.7% 96% False False 68,180
60 0.8062 0.7267 0.0795 9.9% 0.0053 0.7% 97% False False 45,783
80 0.8062 0.7267 0.0795 9.9% 0.0051 0.6% 97% False False 34,415
100 0.8062 0.7267 0.0795 9.9% 0.0049 0.6% 97% False False 27,553
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8315
2.618 0.8213
1.618 0.8151
1.000 0.8112
0.618 0.8088
HIGH 0.8050
0.618 0.8026
0.500 0.8018
0.382 0.8011
LOW 0.7987
0.618 0.7948
1.000 0.7924
1.618 0.7886
2.618 0.7823
4.250 0.7721
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 0.8030 0.8027
PP 0.8024 0.8018
S1 0.8018 0.8010

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

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