CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 0.7290 0.7340 0.0050 0.7% 0.7339
High 0.7345 0.7345 -0.0001 0.0% 0.7348
Low 0.7267 0.7299 0.0032 0.4% 0.7267
Close 0.7324 0.7319 -0.0005 -0.1% 0.7324
Range 0.0079 0.0046 -0.0033 -41.4% 0.0081
ATR 0.0047 0.0047 0.0000 -0.2% 0.0000
Volume 370 290 -80 -21.6% 1,585
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 0.7459 0.7435 0.7344
R3 0.7413 0.7389 0.7332
R2 0.7367 0.7367 0.7327
R1 0.7343 0.7343 0.7323 0.7332
PP 0.7321 0.7321 0.7321 0.7315
S1 0.7297 0.7297 0.7315 0.7286
S2 0.7275 0.7275 0.7311
S3 0.7229 0.7251 0.7306
S4 0.7183 0.7205 0.7294
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7557 0.7522 0.7368
R3 0.7476 0.7440 0.7346
R2 0.7394 0.7394 0.7338
R1 0.7359 0.7359 0.7331 0.7336
PP 0.7313 0.7313 0.7313 0.7301
S1 0.7277 0.7277 0.7316 0.7254
S2 0.7231 0.7231 0.7309
S3 0.7150 0.7196 0.7301
S4 0.7068 0.7114 0.7279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7267 0.0079 1.1% 0.0051 0.7% 67% False False 350
10 0.7422 0.7267 0.0155 2.1% 0.0050 0.7% 34% False False 396
20 0.7577 0.7267 0.0310 4.2% 0.0047 0.6% 17% False False 335
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 17% False False 212
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7540
2.618 0.7465
1.618 0.7419
1.000 0.7391
0.618 0.7373
HIGH 0.7345
0.618 0.7327
0.500 0.7322
0.382 0.7316
LOW 0.7299
0.618 0.7270
1.000 0.7253
1.618 0.7224
2.618 0.7178
4.250 0.7103
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 0.7322 0.7315
PP 0.7321 0.7310
S1 0.7320 0.7306

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

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