CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 0.7517 0.7493 -0.0024 -0.3% 0.7507
High 0.7517 0.7494 -0.0024 -0.3% 0.7551
Low 0.7482 0.7450 -0.0032 -0.4% 0.7475
Close 0.7489 0.7474 -0.0015 -0.2% 0.7544
Range 0.0035 0.0043 0.0008 22.5% 0.0076
ATR 0.0041 0.0041 0.0000 0.4% 0.0000
Volume 76 66 -10 -13.2% 467
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7603 0.7582 0.7498
R3 0.7559 0.7538 0.7486
R2 0.7516 0.7516 0.7482
R1 0.7495 0.7495 0.7478 0.7484
PP 0.7473 0.7473 0.7473 0.7467
S1 0.7452 0.7452 0.7470 0.7440
S2 0.7429 0.7429 0.7466
S3 0.7386 0.7408 0.7462
S4 0.7342 0.7365 0.7450
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 0.7450 0.0101 1.4% 0.0042 0.6% 24% False True 76
10 0.7551 0.7450 0.0101 1.4% 0.0037 0.5% 24% False True 74
20 0.7559 0.7412 0.0147 2.0% 0.0041 0.5% 42% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7678
2.618 0.7607
1.618 0.7564
1.000 0.7537
0.618 0.7520
HIGH 0.7494
0.618 0.7477
0.500 0.7472
0.382 0.7467
LOW 0.7450
0.618 0.7423
1.000 0.7407
1.618 0.7380
2.618 0.7336
4.250 0.7265
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 0.7473 0.7498
PP 0.7473 0.7490
S1 0.7472 0.7482

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

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