CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 0.7545 0.7534 -0.0011 -0.1% 0.7464
High 0.7555 0.7590 0.0036 0.5% 0.7618
Low 0.7514 0.7521 0.0008 0.1% 0.7453
Close 0.7536 0.7571 0.0035 0.5% 0.7586
Range 0.0041 0.0069 0.0028 68.3% 0.0165
ATR 0.0042 0.0044 0.0002 4.5% 0.0000
Volume 580 492 -88 -15.2% 2,368
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7768 0.7738 0.7609
R3 0.7699 0.7669 0.7590
R2 0.7630 0.7630 0.7584
R1 0.7600 0.7600 0.7577 0.7615
PP 0.7561 0.7561 0.7561 0.7568
S1 0.7531 0.7531 0.7565 0.7546
S2 0.7492 0.7492 0.7558
S3 0.7423 0.7462 0.7552
S4 0.7354 0.7393 0.7533
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8047 0.7982 0.7677
R3 0.7882 0.7817 0.7631
R2 0.7717 0.7717 0.7616
R1 0.7652 0.7652 0.7601 0.7685
PP 0.7552 0.7552 0.7552 0.7569
S1 0.7487 0.7487 0.7571 0.7520
S2 0.7387 0.7387 0.7556
S3 0.7222 0.7322 0.7541
S4 0.7057 0.7157 0.7495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7601 0.7514 0.0088 1.2% 0.0043 0.6% 66% False False 395
10 0.7618 0.7422 0.0197 2.6% 0.0052 0.7% 76% False False 413
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7771
1.618 0.7702
1.000 0.7659
0.618 0.7633
HIGH 0.7590
0.618 0.7564
0.500 0.7556
0.382 0.7547
LOW 0.7521
0.618 0.7478
1.000 0.7452
1.618 0.7409
2.618 0.7340
4.250 0.7228
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 0.7566 0.7565
PP 0.7561 0.7560
S1 0.7556 0.7554

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

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