CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 19-Apr-2017
Day Change Summary
Previous Current
18-Apr-2017 19-Apr-2017 Change Change % Previous Week
Open 0.7513 0.7482 -0.0030 -0.4% 0.7476
High 0.7514 0.7492 -0.0022 -0.3% 0.7577
Low 0.7480 0.7430 -0.0050 -0.7% 0.7465
Close 0.7491 0.7430 -0.0061 -0.8% 0.7543
Range 0.0035 0.0063 0.0028 81.2% 0.0112
ATR 0.0043 0.0044 0.0001 3.2% 0.0000
Volume 259 268 9 3.5% 1,231
Daily Pivots for day following 19-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7638 0.7597 0.7464
R3 0.7576 0.7534 0.7447
R2 0.7513 0.7513 0.7441
R1 0.7472 0.7472 0.7436 0.7461
PP 0.7451 0.7451 0.7451 0.7445
S1 0.7409 0.7409 0.7424 0.7399
S2 0.7388 0.7388 0.7419
S3 0.7326 0.7347 0.7413
S4 0.7263 0.7284 0.7396
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7864 0.7816 0.7605
R3 0.7752 0.7704 0.7574
R2 0.7640 0.7640 0.7564
R1 0.7592 0.7592 0.7553 0.7616
PP 0.7528 0.7528 0.7528 0.7541
S1 0.7480 0.7480 0.7533 0.7504
S2 0.7416 0.7416 0.7522
S3 0.7304 0.7368 0.7512
S4 0.7192 0.7256 0.7481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7577 0.7430 0.0148 2.0% 0.0049 0.7% 0% False True 286
10 0.7577 0.7430 0.0148 2.0% 0.0044 0.6% 0% False True 206
20 0.7577 0.7430 0.0148 2.0% 0.0041 0.5% 0% False True 140
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7758
2.618 0.7656
1.618 0.7593
1.000 0.7555
0.618 0.7531
HIGH 0.7492
0.618 0.7468
0.500 0.7461
0.382 0.7453
LOW 0.7430
0.618 0.7391
1.000 0.7367
1.618 0.7328
2.618 0.7266
4.250 0.7164
Fisher Pivots for day following 19-Apr-2017
Pivot 1 day 3 day
R1 0.7461 0.7492
PP 0.7451 0.7472
S1 0.7440 0.7451

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

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