CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 0.7351 0.7339 -0.0011 -0.2% 0.7429
High 0.7355 0.7348 -0.0007 -0.1% 0.7474
Low 0.7318 0.7325 0.0007 0.1% 0.7318
Close 0.7332 0.7334 0.0002 0.0% 0.7332
Range 0.0037 0.0023 -0.0013 -35.6% 0.0156
ATR 0.0047 0.0045 -0.0002 -3.5% 0.0000
Volume 297 124 -173 -58.2% 2,237
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 0.7406 0.7393 0.7346
R3 0.7382 0.7370 0.7340
R2 0.7359 0.7359 0.7338
R1 0.7346 0.7346 0.7336 0.7341
PP 0.7335 0.7335 0.7335 0.7333
S1 0.7323 0.7323 0.7331 0.7317
S2 0.7312 0.7312 0.7329
S3 0.7288 0.7299 0.7327
S4 0.7265 0.7276 0.7321
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7841 0.7742 0.7417
R3 0.7685 0.7586 0.7374
R2 0.7530 0.7530 0.7360
R1 0.7431 0.7431 0.7346 0.7403
PP 0.7374 0.7374 0.7374 0.7360
S1 0.7275 0.7275 0.7317 0.7247
S2 0.7219 0.7219 0.7303
S3 0.7063 0.7120 0.7289
S4 0.6908 0.6964 0.7246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7422 0.7318 0.0104 1.4% 0.0049 0.7% 15% False False 442
10 0.7514 0.7318 0.0196 2.7% 0.0046 0.6% 8% False False 372
20 0.7577 0.7318 0.0259 3.5% 0.0044 0.6% 6% False False 270
40 0.7577 0.7318 0.0259 3.5% 0.0042 0.6% 6% False False 190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7448
2.618 0.7410
1.618 0.7386
1.000 0.7371
0.618 0.7363
HIGH 0.7348
0.618 0.7339
0.500 0.7336
0.382 0.7333
LOW 0.7325
0.618 0.7310
1.000 0.7301
1.618 0.7286
2.618 0.7263
4.250 0.7225
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 0.7336 0.7363
PP 0.7335 0.7353
S1 0.7334 0.7343

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

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