CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 0.7525 0.7518 -0.0007 -0.1% 0.7517
High 0.7530 0.7571 0.0041 0.5% 0.7517
Low 0.7505 0.7516 0.0011 0.1% 0.7450
Close 0.7519 0.7525 0.0005 0.1% 0.7472
Range 0.0025 0.0055 0.0030 118.0% 0.0067
ATR 0.0041 0.0042 0.0001 2.4% 0.0000
Volume 115 410 295 256.5% 445
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7701 0.7667 0.7554
R3 0.7646 0.7613 0.7539
R2 0.7592 0.7592 0.7534
R1 0.7558 0.7558 0.7529 0.7575
PP 0.7537 0.7537 0.7537 0.7545
S1 0.7504 0.7504 0.7520 0.7520
S2 0.7483 0.7483 0.7515
S3 0.7428 0.7449 0.7510
S4 0.7374 0.7395 0.7495
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 0.7571 0.7453 0.0118 1.6% 0.0043 0.6% 61% True False 196
10 0.7571 0.7450 0.0120 1.6% 0.0041 0.6% 62% True False 137
20 0.7571 0.7450 0.0120 1.6% 0.0040 0.5% 62% True False 99
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7713
1.618 0.7659
1.000 0.7625
0.618 0.7604
HIGH 0.7571
0.618 0.7550
0.500 0.7543
0.382 0.7537
LOW 0.7516
0.618 0.7482
1.000 0.7462
1.618 0.7428
2.618 0.7373
4.250 0.7284
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 0.7543 0.7522
PP 0.7537 0.7520
S1 0.7531 0.7518

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

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