CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 0.7985 0.7992 0.0007 0.1% 0.7955
High 0.8042 0.8002 -0.0041 -0.5% 0.8025
Low 0.7970 0.7915 -0.0055 -0.7% 0.7931
Close 0.7984 0.7928 -0.0056 -0.7% 0.8013
Range 0.0073 0.0087 0.0014 19.3% 0.0094
ATR 0.0054 0.0057 0.0002 4.2% 0.0000
Volume 67,873 70,557 2,684 4.0% 260,602
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8208 0.8154 0.7975
R3 0.8121 0.8068 0.7951
R2 0.8035 0.8035 0.7943
R1 0.7981 0.7981 0.7935 0.7965
PP 0.7948 0.7948 0.7948 0.7940
S1 0.7895 0.7895 0.7920 0.7878
S2 0.7862 0.7862 0.7912
S3 0.7775 0.7808 0.7904
S4 0.7689 0.7722 0.7880
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8271 0.8236 0.8064
R3 0.8177 0.8142 0.8038
R2 0.8083 0.8083 0.8030
R1 0.8048 0.8048 0.8021 0.8066
PP 0.7989 0.7989 0.7989 0.7998
S1 0.7954 0.7954 0.8004 0.7972
S2 0.7895 0.7895 0.7995
S3 0.7801 0.7860 0.7987
S4 0.7707 0.7766 0.7961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8042 0.7915 0.0127 1.6% 0.0057 0.7% 10% False True 57,720
10 0.8042 0.7883 0.0160 2.0% 0.0056 0.7% 28% False False 57,800
20 0.8042 0.7829 0.0213 2.7% 0.0054 0.7% 46% False False 61,226
40 0.8062 0.7705 0.0357 4.5% 0.0058 0.7% 62% False False 71,416
60 0.8062 0.7407 0.0655 8.3% 0.0056 0.7% 79% False False 68,296
80 0.8062 0.7279 0.0783 9.9% 0.0053 0.7% 83% False False 51,676
100 0.8062 0.7267 0.0795 10.0% 0.0052 0.7% 83% False False 41,408
120 0.8062 0.7267 0.0795 10.0% 0.0050 0.6% 83% False False 34,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8369
2.618 0.8228
1.618 0.8141
1.000 0.8088
0.618 0.8055
HIGH 0.8002
0.618 0.7968
0.500 0.7958
0.382 0.7948
LOW 0.7915
0.618 0.7862
1.000 0.7829
1.618 0.7775
2.618 0.7689
4.250 0.7547
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 0.7958 0.7979
PP 0.7948 0.7962
S1 0.7938 0.7945

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

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