CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 0.8211 0.8215 0.0005 0.1% 0.8065
High 0.8244 0.8226 -0.0018 -0.2% 0.8291
Low 0.8184 0.8171 -0.0013 -0.2% 0.8049
Close 0.8199 0.8204 0.0006 0.1% 0.8235
Range 0.0061 0.0056 -0.0005 -8.3% 0.0243
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 109,332 133,769 24,437 22.4% 426,428
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8367 0.8341 0.8235
R3 0.8311 0.8285 0.8219
R2 0.8256 0.8256 0.8214
R1 0.8230 0.8230 0.8209 0.8215
PP 0.8200 0.8200 0.8200 0.8193
S1 0.8174 0.8174 0.8199 0.8160
S2 0.8145 0.8145 0.8194
S3 0.8089 0.8119 0.8189
S4 0.8034 0.8063 0.8173
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8919 0.8820 0.8368
R3 0.8677 0.8577 0.8302
R2 0.8434 0.8434 0.8279
R1 0.8335 0.8335 0.8257 0.8384
PP 0.8192 0.8192 0.8192 0.8216
S1 0.8092 0.8092 0.8213 0.8142
S2 0.7949 0.7949 0.8191
S3 0.7707 0.7850 0.8168
S4 0.7464 0.7607 0.8102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8291 0.8171 0.0121 1.5% 0.0062 0.8% 28% False True 99,738
10 0.8291 0.7899 0.0393 4.8% 0.0086 1.1% 78% False False 104,629
20 0.8291 0.7883 0.0409 5.0% 0.0071 0.9% 79% False False 81,214
40 0.8291 0.7829 0.0462 5.6% 0.0065 0.8% 81% False False 77,806
60 0.8291 0.7504 0.0787 9.6% 0.0062 0.8% 89% False False 78,083
80 0.8291 0.7396 0.0895 10.9% 0.0058 0.7% 90% False False 64,685
100 0.8291 0.7267 0.1024 12.5% 0.0056 0.7% 92% False False 51,843
120 0.8291 0.7267 0.1024 12.5% 0.0054 0.7% 92% False False 43,233
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8462
2.618 0.8371
1.618 0.8316
1.000 0.8282
0.618 0.8260
HIGH 0.8226
0.618 0.8205
0.500 0.8198
0.382 0.8192
LOW 0.8171
0.618 0.8136
1.000 0.8115
1.618 0.8081
2.618 0.8025
4.250 0.7935
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 0.8202 0.8224
PP 0.8200 0.8217
S1 0.8198 0.8211

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

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