CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 0.7438 0.7429 -0.0009 -0.1% 0.7551
High 0.7447 0.7474 0.0027 0.4% 0.7555
Low 0.7411 0.7414 0.0003 0.0% 0.7411
Close 0.7418 0.7418 0.0000 0.0% 0.7418
Range 0.0036 0.0060 0.0024 66.7% 0.0145
ATR 0.0042 0.0044 0.0001 3.0% 0.0000
Volume 415 149 -266 -64.1% 1,364
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7615 0.7576 0.7451
R3 0.7555 0.7516 0.7434
R2 0.7495 0.7495 0.7429
R1 0.7456 0.7456 0.7423 0.7446
PP 0.7435 0.7435 0.7435 0.7430
S1 0.7396 0.7396 0.7412 0.7386
S2 0.7375 0.7375 0.7407
S3 0.7315 0.7336 0.7401
S4 0.7255 0.7276 0.7385
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7895 0.7801 0.7497
R3 0.7750 0.7656 0.7458
R2 0.7606 0.7606 0.7444
R1 0.7512 0.7512 0.7431 0.7487
PP 0.7461 0.7461 0.7461 0.7449
S1 0.7367 0.7367 0.7405 0.7342
S2 0.7317 0.7317 0.7392
S3 0.7172 0.7223 0.7378
S4 0.7028 0.7078 0.7339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7514 0.7411 0.0104 1.4% 0.0043 0.6% 7% False False 301
10 0.7577 0.7411 0.0167 2.2% 0.0045 0.6% 4% False False 274
20 0.7577 0.7411 0.0167 2.2% 0.0042 0.6% 4% False False 182
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 0.7729
2.618 0.7631
1.618 0.7571
1.000 0.7534
0.618 0.7511
HIGH 0.7474
0.618 0.7451
0.500 0.7444
0.382 0.7436
LOW 0.7414
0.618 0.7376
1.000 0.7354
1.618 0.7316
2.618 0.7256
4.250 0.7159
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 0.7444 0.7442
PP 0.7435 0.7434
S1 0.7426 0.7426

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

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