CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 0.7316 0.7312 -0.0004 -0.1% 0.7340
High 0.7334 0.7369 0.0035 0.5% 0.7345
Low 0.7293 0.7304 0.0011 0.2% 0.7279
Close 0.7308 0.7344 0.0037 0.5% 0.7308
Range 0.0041 0.0065 0.0024 58.5% 0.0065
ATR 0.0047 0.0048 0.0001 2.8% 0.0000
Volume 318 742 424 133.3% 2,136
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 0.7534 0.7504 0.7380
R3 0.7469 0.7439 0.7362
R2 0.7404 0.7404 0.7356
R1 0.7374 0.7374 0.7350 0.7389
PP 0.7339 0.7339 0.7339 0.7346
S1 0.7309 0.7309 0.7338 0.7324
S2 0.7274 0.7274 0.7332
S3 0.7209 0.7244 0.7326
S4 0.7144 0.7179 0.7308
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 0.7369 0.7279 0.0089 1.2% 0.0049 0.7% 73% True False 517
10 0.7369 0.7267 0.0102 1.4% 0.0050 0.7% 76% True False 433
20 0.7514 0.7267 0.0248 3.4% 0.0048 0.7% 31% False False 402
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 25% False False 260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7539
1.618 0.7474
1.000 0.7434
0.618 0.7409
HIGH 0.7369
0.618 0.7344
0.500 0.7336
0.382 0.7328
LOW 0.7304
0.618 0.7263
1.000 0.7239
1.618 0.7198
2.618 0.7133
4.250 0.7027
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 0.7341 0.7337
PP 0.7339 0.7331
S1 0.7336 0.7324

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

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