CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 0.7964 0.7971 0.0006 0.1% 0.7894
High 0.7977 0.7994 0.0017 0.2% 0.7967
Low 0.7940 0.7964 0.0024 0.3% 0.7829
Close 0.7973 0.7986 0.0013 0.2% 0.7954
Range 0.0037 0.0030 -0.0007 -17.8% 0.0138
ATR 0.0056 0.0054 -0.0002 -3.3% 0.0000
Volume 50,131 42,656 -7,475 -14.9% 318,576
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8071 0.8059 0.8003
R3 0.8041 0.8029 0.7994
R2 0.8011 0.8011 0.7992
R1 0.7999 0.7999 0.7989 0.8005
PP 0.7981 0.7981 0.7981 0.7984
S1 0.7969 0.7969 0.7983 0.7975
S2 0.7951 0.7951 0.7981
S3 0.7921 0.7939 0.7978
S4 0.7891 0.7909 0.7970
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8331 0.8280 0.8030
R3 0.8193 0.8142 0.7992
R2 0.8055 0.8055 0.7979
R1 0.8004 0.8004 0.7967 0.8030
PP 0.7917 0.7917 0.7917 0.7929
S1 0.7866 0.7866 0.7941 0.7892
S2 0.7779 0.7779 0.7929
S3 0.7641 0.7728 0.7916
S4 0.7503 0.7590 0.7878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7994 0.7883 0.0111 1.4% 0.0048 0.6% 93% True False 54,108
10 0.7994 0.7829 0.0165 2.1% 0.0053 0.7% 95% True False 59,071
20 0.8058 0.7829 0.0229 2.9% 0.0054 0.7% 69% False False 66,461
40 0.8062 0.7678 0.0385 4.8% 0.0056 0.7% 80% False False 73,638
60 0.8062 0.7396 0.0666 8.3% 0.0054 0.7% 89% False False 64,519
80 0.8062 0.7267 0.0795 10.0% 0.0052 0.7% 90% False False 48,618
100 0.8062 0.7267 0.0795 10.0% 0.0051 0.6% 90% False False 38,952
120 0.8062 0.7267 0.0795 10.0% 0.0049 0.6% 90% False False 32,478
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 0.0010
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8072
1.618 0.8042
1.000 0.8024
0.618 0.8012
HIGH 0.7994
0.618 0.7982
0.500 0.7979
0.382 0.7975
LOW 0.7964
0.618 0.7945
1.000 0.7934
1.618 0.7915
2.618 0.7885
4.250 0.7836
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 0.7984 0.7978
PP 0.7981 0.7970
S1 0.7979 0.7962

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

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