CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 06-Apr-2017
Day Change Summary
Previous Current
05-Apr-2017 06-Apr-2017 Change Change % Previous Week
Open 0.7480 0.7457 -0.0023 -0.3% 0.7507
High 0.7492 0.7480 -0.0012 -0.2% 0.7551
Low 0.7460 0.7453 -0.0007 -0.1% 0.7475
Close 0.7475 0.7475 -0.0001 0.0% 0.7544
Range 0.0032 0.0028 -0.0005 -14.1% 0.0076
ATR 0.0041 0.0040 -0.0001 -2.3% 0.0000
Volume 63 41 -22 -34.9% 467
Daily Pivots for day following 06-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7552 0.7541 0.7490
R3 0.7524 0.7513 0.7482
R2 0.7497 0.7497 0.7480
R1 0.7486 0.7486 0.7477 0.7491
PP 0.7469 0.7469 0.7469 0.7472
S1 0.7458 0.7458 0.7472 0.7464
S2 0.7442 0.7442 0.7469
S3 0.7414 0.7431 0.7467
S4 0.7387 0.7403 0.7459
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 0.7546 0.7450 0.0095 1.3% 0.0037 0.5% 26% False False 71
10 0.7551 0.7450 0.0101 1.4% 0.0036 0.5% 24% False False 73
20 0.7559 0.7425 0.0134 1.8% 0.0040 0.5% 37% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7597
2.618 0.7552
1.618 0.7524
1.000 0.7508
0.618 0.7497
HIGH 0.7480
0.618 0.7469
0.500 0.7466
0.382 0.7463
LOW 0.7453
0.618 0.7436
1.000 0.7425
1.618 0.7408
2.618 0.7381
4.250 0.7336
Fisher Pivots for day following 06-Apr-2017
Pivot 1 day 3 day
R1 0.7472 0.7474
PP 0.7469 0.7473
S1 0.7466 0.7472

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

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