CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 0.7329 0.7316 -0.0014 -0.2% 0.7340
High 0.7332 0.7334 0.0002 0.0% 0.7345
Low 0.7279 0.7293 0.0013 0.2% 0.7279
Close 0.7318 0.7308 -0.0010 -0.1% 0.7308
Range 0.0053 0.0041 -0.0012 -21.9% 0.0065
ATR 0.0047 0.0047 0.0000 -0.9% 0.0000
Volume 656 318 -338 -51.5% 2,136
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7434 0.7412 0.7330
R3 0.7393 0.7371 0.7319
R2 0.7352 0.7352 0.7315
R1 0.7330 0.7330 0.7311 0.7321
PP 0.7311 0.7311 0.7311 0.7307
S1 0.7289 0.7289 0.7304 0.7280
S2 0.7270 0.7270 0.7300
S3 0.7229 0.7248 0.7296
S4 0.7188 0.7207 0.7285
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7507 0.7473 0.7344
R3 0.7441 0.7407 0.7326
R2 0.7376 0.7376 0.7320
R1 0.7342 0.7342 0.7314 0.7326
PP 0.7310 0.7310 0.7310 0.7303
S1 0.7276 0.7276 0.7301 0.7261
S2 0.7245 0.7245 0.7295
S3 0.7179 0.7211 0.7289
S4 0.7114 0.7145 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7345 0.7279 0.0065 0.9% 0.0046 0.6% 44% False False 427
10 0.7348 0.7267 0.0081 1.1% 0.0046 0.6% 50% False False 372
20 0.7555 0.7267 0.0288 3.9% 0.0046 0.6% 14% False False 366
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 13% False False 242
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7441
1.618 0.7400
1.000 0.7375
0.618 0.7359
HIGH 0.7334
0.618 0.7318
0.500 0.7313
0.382 0.7308
LOW 0.7293
0.618 0.7267
1.000 0.7252
1.618 0.7226
2.618 0.7185
4.250 0.7118
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 0.7313 0.7311
PP 0.7311 0.7310
S1 0.7309 0.7309

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

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