CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 0.7464 0.7535 0.0070 0.9% 0.7450
High 0.7533 0.7597 0.0064 0.8% 0.7477
Low 0.7453 0.7535 0.0082 1.1% 0.7422
Close 0.7532 0.7583 0.0051 0.7% 0.7451
Range 0.0080 0.0062 -0.0018 -22.0% 0.0055
ATR
Volume 254 942 688 270.9% 984
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7757 0.7732 0.7617
R3 0.7695 0.7670 0.7600
R2 0.7633 0.7633 0.7594
R1 0.7608 0.7608 0.7588 0.7621
PP 0.7571 0.7571 0.7571 0.7578
S1 0.7546 0.7546 0.7577 0.7559
S2 0.7509 0.7509 0.7571
S3 0.7447 0.7484 0.7565
S4 0.7385 0.7422 0.7548
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 0.7597 0.7422 0.0175 2.3% 0.0053 0.7% 92% True False 411
10 0.7597 0.7411 0.0186 2.4% 0.0041 0.5% 92% True False 240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7759
1.618 0.7697
1.000 0.7659
0.618 0.7635
HIGH 0.7597
0.618 0.7573
0.500 0.7566
0.382 0.7558
LOW 0.7535
0.618 0.7496
1.000 0.7472
1.618 0.7434
2.618 0.7372
4.250 0.7271
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 0.7577 0.7558
PP 0.7571 0.7534
S1 0.7566 0.7509

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

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