CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 0.7490 0.7527 0.0037 0.5% 0.7512
High 0.7525 0.7551 0.0026 0.3% 0.7559
Low 0.7482 0.7510 0.0028 0.4% 0.7479
Close 0.7521 0.7530 0.0009 0.1% 0.7494
Range 0.0044 0.0042 -0.0002 -4.6% 0.0080
ATR 0.0039 0.0039 0.0000 0.4% 0.0000
Volume 48 78 30 62.5% 199
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7655 0.7634 0.7552
R3 0.7613 0.7592 0.7541
R2 0.7572 0.7572 0.7537
R1 0.7551 0.7551 0.7533 0.7561
PP 0.7530 0.7530 0.7530 0.7535
S1 0.7509 0.7509 0.7526 0.7520
S2 0.7489 0.7489 0.7522
S3 0.7447 0.7468 0.7518
S4 0.7406 0.7426 0.7507
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7751 0.7702 0.7538
R3 0.7671 0.7622 0.7516
R2 0.7591 0.7591 0.7508
R1 0.7542 0.7542 0.7501 0.7526
PP 0.7511 0.7511 0.7511 0.7503
S1 0.7462 0.7462 0.7486 0.7446
S2 0.7431 0.7431 0.7479
S3 0.7351 0.7382 0.7472
S4 0.7271 0.7302 0.7450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7475 0.0076 1.0% 0.0036 0.5% 72% True False 74
10 0.7559 0.7475 0.0084 1.1% 0.0038 0.5% 65% False False 58
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7660
1.618 0.7618
1.000 0.7593
0.618 0.7577
HIGH 0.7551
0.618 0.7535
0.500 0.7530
0.382 0.7525
LOW 0.7510
0.618 0.7484
1.000 0.7468
1.618 0.7442
2.618 0.7401
4.250 0.7333
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 0.7530 0.7524
PP 0.7530 0.7519
S1 0.7530 0.7513

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

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