CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 0.7574 0.7558 -0.0016 -0.2% 0.7576
High 0.7591 0.7590 -0.0001 0.0% 0.7601
Low 0.7536 0.7558 0.0022 0.3% 0.7514
Close 0.7564 0.7570 0.0007 0.1% 0.7564
Range 0.0055 0.0032 -0.0023 -42.2% 0.0088
ATR 0.0045 0.0044 -0.0001 -2.1% 0.0000
Volume 190 164 -26 -13.7% 1,789
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7667 0.7650 0.7587
R3 0.7636 0.7619 0.7579
R2 0.7604 0.7604 0.7576
R1 0.7587 0.7587 0.7573 0.7596
PP 0.7573 0.7573 0.7573 0.7577
S1 0.7555 0.7555 0.7567 0.7564
S2 0.7541 0.7541 0.7564
S3 0.7509 0.7524 0.7561
S4 0.7478 0.7492 0.7553
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7822 0.7780 0.7612
R3 0.7734 0.7693 0.7588
R2 0.7647 0.7647 0.7580
R1 0.7605 0.7605 0.7572 0.7582
PP 0.7559 0.7559 0.7559 0.7548
S1 0.7518 0.7518 0.7555 0.7495
S2 0.7472 0.7472 0.7547
S3 0.7384 0.7430 0.7539
S4 0.7297 0.7343 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7594 0.7514 0.0081 1.1% 0.0048 0.6% 70% False False 372
10 0.7618 0.7514 0.0105 1.4% 0.0047 0.6% 54% False False 406
20 0.7618 0.7411 0.0207 2.7% 0.0043 0.6% 77% False False 280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7672
1.618 0.7640
1.000 0.7621
0.618 0.7609
HIGH 0.7590
0.618 0.7577
0.500 0.7574
0.382 0.7570
LOW 0.7558
0.618 0.7539
1.000 0.7526
1.618 0.7507
2.618 0.7476
4.250 0.7424
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 0.7574 0.7565
PP 0.7573 0.7561
S1 0.7571 0.7556

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

View Archives - Comment on this page... - Back to Index of Symbols