CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 0.7358 0.7351 -0.0008 -0.1% 0.7429
High 0.7407 0.7355 -0.0053 -0.7% 0.7474
Low 0.7332 0.7318 -0.0014 -0.2% 0.7318
Close 0.7359 0.7332 -0.0027 -0.4% 0.7332
Range 0.0076 0.0037 -0.0039 -51.7% 0.0156
ATR 0.0047 0.0047 0.0000 -0.9% 0.0000
Volume 1,035 297 -738 -71.3% 2,237
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7444 0.7424 0.7352
R3 0.7408 0.7388 0.7342
R2 0.7371 0.7371 0.7338
R1 0.7351 0.7351 0.7335 0.7343
PP 0.7335 0.7335 0.7335 0.7331
S1 0.7315 0.7315 0.7328 0.7307
S2 0.7298 0.7298 0.7325
S3 0.7262 0.7278 0.7321
S4 0.7225 0.7242 0.7311
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7841 0.7742 0.7417
R3 0.7685 0.7586 0.7374
R2 0.7530 0.7530 0.7360
R1 0.7431 0.7431 0.7346 0.7403
PP 0.7374 0.7374 0.7374 0.7360
S1 0.7275 0.7275 0.7317 0.7247
S2 0.7219 0.7219 0.7303
S3 0.7063 0.7120 0.7289
S4 0.6908 0.6964 0.7246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7474 0.7318 0.0156 2.1% 0.0056 0.8% 9% False True 447
10 0.7555 0.7318 0.0237 3.2% 0.0047 0.6% 6% False True 360
20 0.7577 0.7318 0.0259 3.5% 0.0045 0.6% 5% False True 269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7450
1.618 0.7414
1.000 0.7391
0.618 0.7377
HIGH 0.7355
0.618 0.7341
0.500 0.7336
0.382 0.7332
LOW 0.7318
0.618 0.7295
1.000 0.7282
1.618 0.7259
2.618 0.7222
4.250 0.7163
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 0.7336 0.7363
PP 0.7335 0.7352
S1 0.7333 0.7342

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

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