CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 0.7338 0.7303 -0.0035 -0.5% 0.7429
High 0.7342 0.7330 -0.0012 -0.2% 0.7474
Low 0.7285 0.7295 0.0010 0.1% 0.7318
Close 0.7305 0.7311 0.0006 0.1% 0.7332
Range 0.0057 0.0036 -0.0022 -37.7% 0.0156
ATR 0.0046 0.0045 -0.0001 -1.6% 0.0000
Volume 473 208 -265 -56.0% 2,237
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 0.7418 0.7400 0.7330
R3 0.7383 0.7364 0.7320
R2 0.7347 0.7347 0.7317
R1 0.7329 0.7329 0.7314 0.7338
PP 0.7312 0.7312 0.7312 0.7316
S1 0.7293 0.7293 0.7307 0.7303
S2 0.7276 0.7276 0.7304
S3 0.7241 0.7258 0.7301
S4 0.7205 0.7222 0.7291
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 0.7407 0.7285 0.0123 1.7% 0.0046 0.6% 21% False False 427
10 0.7474 0.7285 0.0189 2.6% 0.0045 0.6% 14% False False 387
20 0.7577 0.7285 0.0292 4.0% 0.0045 0.6% 9% False False 297
40 0.7577 0.7285 0.0292 4.0% 0.0043 0.6% 9% False False 202
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7423
1.618 0.7387
1.000 0.7366
0.618 0.7352
HIGH 0.7330
0.618 0.7316
0.500 0.7312
0.382 0.7308
LOW 0.7295
0.618 0.7273
1.000 0.7259
1.618 0.7237
2.618 0.7202
4.250 0.7144
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 0.7312 0.7316
PP 0.7312 0.7314
S1 0.7311 0.7312

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

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