CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 0.7482 0.7433 -0.0050 -0.7% 0.7476
High 0.7492 0.7447 -0.0045 -0.6% 0.7577
Low 0.7430 0.7425 -0.0005 -0.1% 0.7465
Close 0.7430 0.7439 0.0009 0.1% 0.7543
Range 0.0063 0.0022 -0.0040 -64.8% 0.0112
ATR 0.0044 0.0043 -0.0002 -3.6% 0.0000
Volume 268 417 149 55.6% 1,231
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7503 0.7493 0.7451
R3 0.7481 0.7471 0.7445
R2 0.7459 0.7459 0.7443
R1 0.7449 0.7449 0.7441 0.7454
PP 0.7437 0.7437 0.7437 0.7439
S1 0.7427 0.7427 0.7436 0.7432
S2 0.7415 0.7415 0.7434
S3 0.7393 0.7405 0.7432
S4 0.7371 0.7383 0.7426
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 0.7425 0.0152 2.0% 0.0043 0.6% 9% False True 287
10 0.7577 0.7425 0.0152 2.0% 0.0043 0.6% 9% False True 242
20 0.7577 0.7425 0.0152 2.0% 0.0039 0.5% 9% False True 157
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 False
Stretch 0.0006
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7505
1.618 0.7483
1.000 0.7469
0.618 0.7461
HIGH 0.7447
0.618 0.7439
0.500 0.7436
0.382 0.7433
LOW 0.7425
0.618 0.7411
1.000 0.7403
1.618 0.7389
2.618 0.7367
4.250 0.7331
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 0.7438 0.7470
PP 0.7437 0.7459
S1 0.7436 0.7449

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

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