CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 13-Apr-2017
Day Change Summary
Previous Current
12-Apr-2017 13-Apr-2017 Change Change % Previous Week
Open 0.7518 0.7573 0.0055 0.7% 0.7517
High 0.7571 0.7577 0.0007 0.1% 0.7517
Low 0.7516 0.7514 -0.0002 0.0% 0.7450
Close 0.7525 0.7543 0.0019 0.2% 0.7472
Range 0.0055 0.0063 0.0008 15.6% 0.0067
ATR 0.0042 0.0043 0.0002 3.6% 0.0000
Volume 410 490 80 19.5% 445
Daily Pivots for day following 13-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7734 0.7701 0.7578
R3 0.7671 0.7638 0.7560
R2 0.7608 0.7608 0.7555
R1 0.7575 0.7575 0.7549 0.7560
PP 0.7545 0.7545 0.7545 0.7537
S1 0.7512 0.7512 0.7537 0.7497
S2 0.7482 0.7482 0.7531
S3 0.7419 0.7449 0.7526
S4 0.7356 0.7386 0.7508
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 0.7577 0.7464 0.0114 1.5% 0.0051 0.7% 70% True False 286
10 0.7577 0.7450 0.0127 1.7% 0.0044 0.6% 73% True False 178
20 0.7577 0.7450 0.0127 1.7% 0.0041 0.5% 73% True False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7742
1.618 0.7679
1.000 0.7640
0.618 0.7616
HIGH 0.7577
0.618 0.7553
0.500 0.7546
0.382 0.7538
LOW 0.7514
0.618 0.7475
1.000 0.7451
1.618 0.7412
2.618 0.7349
4.250 0.7246
Fisher Pivots for day following 13-Apr-2017
Pivot 1 day 3 day
R1 0.7546 0.7542
PP 0.7545 0.7542
S1 0.7544 0.7541

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

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