CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 0.7476 0.7525 0.0049 0.7% 0.7517
High 0.7524 0.7530 0.0006 0.1% 0.7517
Low 0.7465 0.7505 0.0040 0.5% 0.7450
Close 0.7520 0.7519 0.0000 0.0% 0.7472
Range 0.0059 0.0025 -0.0034 -57.6% 0.0067
ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000
Volume 216 115 -101 -46.8% 445
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7593 0.7581 0.7533
R3 0.7568 0.7556 0.7526
R2 0.7543 0.7543 0.7524
R1 0.7531 0.7531 0.7521 0.7525
PP 0.7518 0.7518 0.7518 0.7515
S1 0.7506 0.7506 0.7517 0.7500
S2 0.7493 0.7493 0.7514
S3 0.7468 0.7481 0.7512
S4 0.7443 0.7456 0.7505
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7681 0.7643 0.7509
R3 0.7614 0.7576 0.7490
R2 0.7547 0.7547 0.7484
R1 0.7509 0.7509 0.7478 0.7495
PP 0.7480 0.7480 0.7480 0.7472
S1 0.7442 0.7442 0.7466 0.7428
S2 0.7413 0.7413 0.7460
S3 0.7346 0.7375 0.7454
S4 0.7279 0.7308 0.7435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7453 0.0078 1.0% 0.0039 0.5% 86% True False 126
10 0.7551 0.7450 0.0101 1.3% 0.0040 0.5% 68% False False 101
20 0.7559 0.7441 0.0118 1.6% 0.0042 0.6% 66% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7636
2.618 0.7595
1.618 0.7570
1.000 0.7555
0.618 0.7545
HIGH 0.7530
0.618 0.7520
0.500 0.7518
0.382 0.7515
LOW 0.7505
0.618 0.7490
1.000 0.7480
1.618 0.7465
2.618 0.7440
4.250 0.7399
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 0.7519 0.7512
PP 0.7518 0.7504
S1 0.7518 0.7497

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

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