CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 23-Mar-2017
Day Change Summary
Previous Current
22-Mar-2017 23-Mar-2017 Change Change % Previous Week
Open 0.7505 0.7525 0.0020 0.3% 0.7454
High 0.7527 0.7529 0.0003 0.0% 0.7551
Low 0.7479 0.7507 0.0028 0.4% 0.7434
Close 0.7515 0.7515 0.0000 0.0% 0.7517
Range 0.0048 0.0022 -0.0026 -53.7% 0.0117
ATR 0.0042 0.0040 -0.0001 -3.4% 0.0000
Volume 88 34 -54 -61.4% 680
Daily Pivots for day following 23-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7583 0.7571 0.7527
R3 0.7561 0.7549 0.7521
R2 0.7539 0.7539 0.7519
R1 0.7527 0.7527 0.7517 0.7522
PP 0.7517 0.7517 0.7517 0.7515
S1 0.7505 0.7505 0.7513 0.7500
S2 0.7495 0.7495 0.7511
S3 0.7473 0.7483 0.7509
S4 0.7451 0.7461 0.7503
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7852 0.7801 0.7581
R3 0.7735 0.7684 0.7549
R2 0.7618 0.7618 0.7538
R1 0.7567 0.7567 0.7528 0.7593
PP 0.7501 0.7501 0.7501 0.7513
S1 0.7450 0.7450 0.7506 0.7476
S2 0.7384 0.7384 0.7496
S3 0.7267 0.7333 0.7485
S4 0.7150 0.7216 0.7453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7559 0.7479 0.0080 1.1% 0.0040 0.5% 45% False False 43
10 0.7559 0.7425 0.0134 1.8% 0.0043 0.6% 67% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7587
1.618 0.7565
1.000 0.7551
0.618 0.7543
HIGH 0.7529
0.618 0.7521
0.500 0.7518
0.382 0.7515
LOW 0.7507
0.618 0.7493
1.000 0.7485
1.618 0.7471
2.618 0.7449
4.250 0.7414
Fisher Pivots for day following 23-Mar-2017
Pivot 1 day 3 day
R1 0.7518 0.7519
PP 0.7517 0.7518
S1 0.7516 0.7516

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

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