CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 03-Apr-2017
Day Change Summary
Previous Current
31-Mar-2017 03-Apr-2017 Change Change % Previous Week
Open 0.7519 0.7517 -0.0002 0.0% 0.7507
High 0.7546 0.7517 -0.0029 -0.4% 0.7551
Low 0.7501 0.7482 -0.0019 -0.3% 0.7475
Close 0.7544 0.7489 -0.0055 -0.7% 0.7544
Range 0.0045 0.0035 -0.0010 -21.1% 0.0076
ATR 0.0040 0.0041 0.0002 4.0% 0.0000
Volume 112 76 -36 -32.1% 467
Daily Pivots for day following 03-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7602 0.7581 0.7508
R3 0.7567 0.7545 0.7498
R2 0.7531 0.7531 0.7495
R1 0.7510 0.7510 0.7492 0.7503
PP 0.7496 0.7496 0.7496 0.7492
S1 0.7474 0.7474 0.7485 0.7467
S2 0.7460 0.7460 0.7482
S3 0.7425 0.7439 0.7479
S4 0.7389 0.7403 0.7469
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7751 0.7723 0.7585
R3 0.7675 0.7647 0.7564
R2 0.7599 0.7599 0.7557
R1 0.7571 0.7571 0.7550 0.7585
PP 0.7523 0.7523 0.7523 0.7530
S1 0.7495 0.7495 0.7537 0.7509
S2 0.7447 0.7447 0.7530
S3 0.7371 0.7419 0.7523
S4 0.7295 0.7343 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7475 0.0076 1.0% 0.0039 0.5% 18% False False 97
10 0.7559 0.7475 0.0084 1.1% 0.0039 0.5% 16% False False 72
20 0.7559 0.7412 0.0147 2.0% 0.0040 0.5% 52% False False 109
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7668
2.618 0.7610
1.618 0.7574
1.000 0.7552
0.618 0.7539
HIGH 0.7517
0.618 0.7503
0.500 0.7499
0.382 0.7495
LOW 0.7482
0.618 0.7460
1.000 0.7446
1.618 0.7424
2.618 0.7389
4.250 0.7331
Fisher Pivots for day following 03-Apr-2017
Pivot 1 day 3 day
R1 0.7499 0.7516
PP 0.7496 0.7507
S1 0.7492 0.7498

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

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