CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 0.7429 0.7464 0.0035 0.5% 0.7450
High 0.7477 0.7533 0.0056 0.7% 0.7477
Low 0.7422 0.7453 0.0031 0.4% 0.7422
Close 0.7451 0.7532 0.0081 1.1% 0.7451
Range 0.0055 0.0080 0.0024 43.2% 0.0055
ATR
Volume 172 254 82 47.7% 984
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7744 0.7717 0.7575
R3 0.7665 0.7638 0.7553
R2 0.7585 0.7585 0.7546
R1 0.7558 0.7558 0.7539 0.7572
PP 0.7506 0.7506 0.7506 0.7512
S1 0.7479 0.7479 0.7524 0.7492
S2 0.7426 0.7426 0.7517
S3 0.7347 0.7399 0.7510
S4 0.7267 0.7320 0.7488
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7616 0.7589 0.7482
R3 0.7561 0.7534 0.7466
R2 0.7505 0.7505 0.7461
R1 0.7478 0.7478 0.7456 0.7492
PP 0.7450 0.7450 0.7450 0.7457
S1 0.7423 0.7423 0.7446 0.7436
S2 0.7394 0.7394 0.7441
S3 0.7339 0.7367 0.7436
S4 0.7283 0.7312 0.7420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7533 0.7422 0.0111 1.5% 0.0045 0.6% 99% True False 239
10 0.7533 0.7411 0.0122 1.6% 0.0039 0.5% 99% True False 153
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 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7741
1.618 0.7661
1.000 0.7612
0.618 0.7582
HIGH 0.7533
0.618 0.7502
0.500 0.7493
0.382 0.7483
LOW 0.7453
0.618 0.7404
1.000 0.7373
1.618 0.7324
2.618 0.7245
4.250 0.7115
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 0.7519 0.7513
PP 0.7506 0.7495
S1 0.7493 0.7477

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

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