CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 26-Apr-2017
Day Change Summary
Previous Current
25-Apr-2017 26-Apr-2017 Change Change % Previous Week
Open 0.7421 0.7382 -0.0039 -0.5% 0.7551
High 0.7422 0.7400 -0.0022 -0.3% 0.7555
Low 0.7356 0.7358 0.0002 0.0% 0.7411
Close 0.7382 0.7361 -0.0021 -0.3% 0.7418
Range 0.0066 0.0042 -0.0024 -36.6% 0.0145
ATR 0.0045 0.0045 0.0000 -0.6% 0.0000
Volume 689 67 -622 -90.3% 1,364
Daily Pivots for day following 26-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7497 0.7471 0.7384
R3 0.7456 0.7429 0.7372
R2 0.7414 0.7414 0.7369
R1 0.7388 0.7388 0.7365 0.7380
PP 0.7373 0.7373 0.7373 0.7369
S1 0.7346 0.7346 0.7357 0.7339
S2 0.7331 0.7331 0.7353
S3 0.7290 0.7305 0.7350
S4 0.7248 0.7263 0.7338
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 0.7474 0.7356 0.0118 1.6% 0.0045 0.6% 4% False False 347
10 0.7577 0.7356 0.0221 3.0% 0.0047 0.6% 2% False False 316
20 0.7577 0.7356 0.0221 3.0% 0.0044 0.6% 2% False False 209
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7508
1.618 0.7467
1.000 0.7441
0.618 0.7425
HIGH 0.7400
0.618 0.7384
0.500 0.7379
0.382 0.7374
LOW 0.7358
0.618 0.7332
1.000 0.7316
1.618 0.7291
2.618 0.7249
4.250 0.7182
Fisher Pivots for day following 26-Apr-2017
Pivot 1 day 3 day
R1 0.7379 0.7415
PP 0.7373 0.7397
S1 0.7367 0.7379

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

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