CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 0.8020 0.7985 -0.0034 -0.4% 0.7955
High 0.8039 0.8042 0.0004 0.0% 0.8025
Low 0.7996 0.7970 -0.0026 -0.3% 0.7931
Close 0.8007 0.7984 -0.0023 -0.3% 0.8013
Range 0.0043 0.0073 0.0030 68.6% 0.0094
ATR 0.0053 0.0054 0.0001 2.6% 0.0000
Volume 45,815 67,873 22,058 48.1% 260,602
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8216 0.8172 0.8023
R3 0.8143 0.8100 0.8003
R2 0.8071 0.8071 0.7997
R1 0.8027 0.8027 0.7990 0.8013
PP 0.7998 0.7998 0.7998 0.7991
S1 0.7955 0.7955 0.7977 0.7940
S2 0.7926 0.7926 0.7970
S3 0.7853 0.7882 0.7964
S4 0.7781 0.7810 0.7944
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8271 0.8236 0.8064
R3 0.8177 0.8142 0.8038
R2 0.8083 0.8083 0.8030
R1 0.8048 0.8048 0.8021 0.8066
PP 0.7989 0.7989 0.7989 0.7998
S1 0.7954 0.7954 0.8004 0.7972
S2 0.7895 0.7895 0.7995
S3 0.7801 0.7860 0.7987
S4 0.7707 0.7766 0.7961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8042 0.7940 0.0102 1.3% 0.0047 0.6% 43% True False 53,635
10 0.8042 0.7834 0.0208 2.6% 0.0057 0.7% 72% True False 58,645
20 0.8042 0.7829 0.0213 2.7% 0.0052 0.6% 73% True False 61,537
40 0.8062 0.7693 0.0369 4.6% 0.0058 0.7% 79% False False 72,281
60 0.8062 0.7407 0.0655 8.2% 0.0055 0.7% 88% False False 67,386
80 0.8062 0.7279 0.0783 9.8% 0.0053 0.7% 90% False False 50,798
100 0.8062 0.7267 0.0795 10.0% 0.0052 0.6% 90% False False 40,704
120 0.8062 0.7267 0.0795 10.0% 0.0050 0.6% 90% False False 33,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8350
2.618 0.8232
1.618 0.8159
1.000 0.8115
0.618 0.8087
HIGH 0.8042
0.618 0.8014
0.500 0.8006
0.382 0.7997
LOW 0.7970
0.618 0.7925
1.000 0.7897
1.618 0.7852
2.618 0.7780
4.250 0.7661
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 0.8006 0.8006
PP 0.7998 0.7998
S1 0.7991 0.7991

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

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