CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 0.7682 0.7703 0.0021 0.3% 0.7550
High 0.7712 0.7734 0.0022 0.3% 0.7734
Low 0.7678 0.7700 0.0023 0.3% 0.7548
Close 0.7699 0.7724 0.0026 0.3% 0.7724
Range 0.0035 0.0034 -0.0001 -1.4% 0.0186
ATR 0.0052 0.0051 -0.0001 -2.3% 0.0000
Volume 98,760 79,743 -19,017 -19.3% 425,062
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7821 0.7807 0.7743
R3 0.7787 0.7773 0.7733
R2 0.7753 0.7753 0.7730
R1 0.7739 0.7739 0.7727 0.7746
PP 0.7719 0.7719 0.7719 0.7723
S1 0.7705 0.7705 0.7721 0.7712
S2 0.7685 0.7685 0.7718
S3 0.7651 0.7671 0.7715
S4 0.7617 0.7637 0.7705
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8227 0.8161 0.7826
R3 0.8041 0.7975 0.7775
R2 0.7855 0.7855 0.7758
R1 0.7789 0.7789 0.7741 0.7822
PP 0.7669 0.7669 0.7669 0.7685
S1 0.7603 0.7603 0.7707 0.7636
S2 0.7483 0.7483 0.7690
S3 0.7297 0.7417 0.7673
S4 0.7111 0.7231 0.7622
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7734 0.7548 0.0186 2.4% 0.0055 0.7% 95% True False 85,012
10 0.7734 0.7504 0.0230 3.0% 0.0053 0.7% 96% True False 74,956
20 0.7734 0.7407 0.0328 4.2% 0.0051 0.7% 97% True False 55,100
40 0.7734 0.7267 0.0468 6.1% 0.0049 0.6% 98% True False 28,044
60 0.7734 0.7267 0.0468 6.1% 0.0048 0.6% 98% True False 18,801
80 0.7734 0.7267 0.0468 6.1% 0.0046 0.6% 98% True False 14,126
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7879
2.618 0.7823
1.618 0.7789
1.000 0.7768
0.618 0.7755
HIGH 0.7734
0.618 0.7721
0.500 0.7717
0.382 0.7713
LOW 0.7700
0.618 0.7679
1.000 0.7666
1.618 0.7645
2.618 0.7611
4.250 0.7555
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 0.7722 0.7703
PP 0.7719 0.7682
S1 0.7717 0.7661

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

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