CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 0.7600 0.7635 0.0034 0.5% 0.7641
High 0.7645 0.7668 0.0023 0.3% 0.7668
Low 0.7594 0.7624 0.0030 0.4% 0.7560
Close 0.7627 0.7636 0.0009 0.1% 0.7636
Range 0.0052 0.0045 -0.0007 -13.6% 0.0108
ATR 0.0055 0.0054 -0.0001 -1.4% 0.0000
Volume 56,986 66,689 9,703 17.0% 243,274
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7776 0.7750 0.7660
R3 0.7731 0.7706 0.7648
R2 0.7687 0.7687 0.7644
R1 0.7661 0.7661 0.7640 0.7674
PP 0.7642 0.7642 0.7642 0.7649
S1 0.7617 0.7617 0.7631 0.7630
S2 0.7598 0.7598 0.7627
S3 0.7553 0.7572 0.7623
S4 0.7509 0.7528 0.7611
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7945 0.7898 0.7695
R3 0.7837 0.7790 0.7665
R2 0.7729 0.7729 0.7655
R1 0.7682 0.7682 0.7645 0.7652
PP 0.7621 0.7621 0.7621 0.7606
S1 0.7574 0.7574 0.7626 0.7544
S2 0.7513 0.7513 0.7616
S3 0.7405 0.7466 0.7606
S4 0.7297 0.7358 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7560 0.0108 1.4% 0.0051 0.7% 70% True False 57,033
10 0.7688 0.7560 0.0128 1.7% 0.0047 0.6% 59% False False 54,657
20 0.7715 0.7560 0.0155 2.0% 0.0052 0.7% 49% False False 54,300
40 0.7715 0.7361 0.0354 4.6% 0.0059 0.8% 78% False False 61,128
60 0.7715 0.7361 0.0354 4.6% 0.0056 0.7% 78% False False 49,158
80 0.7715 0.7361 0.0354 4.6% 0.0056 0.7% 78% False False 37,010
100 0.7715 0.7361 0.0354 4.6% 0.0055 0.7% 78% False False 29,663
120 0.7803 0.7361 0.0442 5.8% 0.0057 0.7% 62% False False 24,743
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7857
2.618 0.7785
1.618 0.7740
1.000 0.7713
0.618 0.7696
HIGH 0.7668
0.618 0.7651
0.500 0.7646
0.382 0.7640
LOW 0.7624
0.618 0.7596
1.000 0.7579
1.618 0.7551
2.618 0.7507
4.250 0.7434
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 0.7646 0.7628
PP 0.7642 0.7621
S1 0.7639 0.7614

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.