CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 0.7382 0.7358 -0.0024 -0.3% 0.7551
High 0.7400 0.7407 0.0008 0.1% 0.7555
Low 0.7358 0.7332 -0.0026 -0.4% 0.7411
Close 0.7361 0.7359 -0.0002 0.0% 0.7418
Range 0.0042 0.0076 0.0034 81.9% 0.0145
ATR 0.0045 0.0047 0.0002 4.9% 0.0000
Volume 67 1,035 968 1,444.8% 1,364
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7592 0.7551 0.7401
R3 0.7517 0.7476 0.7380
R2 0.7441 0.7441 0.7373
R1 0.7400 0.7400 0.7366 0.7421
PP 0.7366 0.7366 0.7366 0.7376
S1 0.7325 0.7325 0.7352 0.7345
S2 0.7290 0.7290 0.7345
S3 0.7215 0.7249 0.7338
S4 0.7139 0.7174 0.7317
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 0.7332 0.0142 1.9% 0.0056 0.8% 19% False True 471
10 0.7577 0.7332 0.0245 3.3% 0.0049 0.7% 11% False True 379
20 0.7577 0.7332 0.0245 3.3% 0.0045 0.6% 11% False True 258
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 0.0010
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7728
2.618 0.7605
1.618 0.7529
1.000 0.7483
0.618 0.7454
HIGH 0.7407
0.618 0.7378
0.500 0.7369
0.382 0.7360
LOW 0.7332
0.618 0.7285
1.000 0.7256
1.618 0.7209
2.618 0.7134
4.250 0.7011
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 0.7369 0.7377
PP 0.7366 0.7371
S1 0.7362 0.7365

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

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