CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 0.7725 0.7715 -0.0011 -0.1% 0.7720
High 0.7747 0.7785 0.0038 0.5% 0.7785
Low 0.7711 0.7705 -0.0006 -0.1% 0.7693
Close 0.7725 0.7773 0.0048 0.6% 0.7773
Range 0.0036 0.0080 0.0044 123.6% 0.0092
ATR 0.0049 0.0052 0.0002 4.5% 0.0000
Volume 72,120 86,727 14,607 20.3% 315,185
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.7995 0.7964 0.7817
R3 0.7915 0.7884 0.7795
R2 0.7834 0.7834 0.7787
R1 0.7804 0.7804 0.7780 0.7819
PP 0.7754 0.7754 0.7754 0.7762
S1 0.7723 0.7723 0.7765 0.7739
S2 0.7674 0.7674 0.7758
S3 0.7593 0.7643 0.7750
S4 0.7513 0.7562 0.7728
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8026 0.7991 0.7823
R3 0.7934 0.7899 0.7798
R2 0.7842 0.7842 0.7789
R1 0.7807 0.7807 0.7781 0.7825
PP 0.7750 0.7750 0.7750 0.7759
S1 0.7715 0.7715 0.7764 0.7733
S2 0.7658 0.7658 0.7756
S3 0.7566 0.7623 0.7747
S4 0.7474 0.7531 0.7722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7785 0.7693 0.0092 1.2% 0.0048 0.6% 86% True False 78,985
10 0.7785 0.7526 0.0259 3.3% 0.0054 0.7% 95% True False 80,083
20 0.7785 0.7407 0.0378 4.9% 0.0055 0.7% 97% True False 69,420
40 0.7785 0.7279 0.0506 6.5% 0.0049 0.6% 98% True False 35,885
60 0.7785 0.7267 0.0518 6.7% 0.0048 0.6% 98% True False 24,044
80 0.7785 0.7267 0.0518 6.7% 0.0047 0.6% 98% True False 18,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8127
2.618 0.7996
1.618 0.7915
1.000 0.7865
0.618 0.7835
HIGH 0.7785
0.618 0.7754
0.500 0.7745
0.382 0.7735
LOW 0.7705
0.618 0.7655
1.000 0.7624
1.618 0.7574
2.618 0.7494
4.250 0.7362
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 0.7763 0.7761
PP 0.7754 0.7750
S1 0.7745 0.7739

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

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