CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 0.7365 0.7418 0.0053 0.7% 0.7312
High 0.7417 0.7431 0.0013 0.2% 0.7417
Low 0.7363 0.7402 0.0038 0.5% 0.7304
Close 0.7416 0.7419 0.0003 0.0% 0.7416
Range 0.0054 0.0029 -0.0025 -46.3% 0.0114
ATR 0.0048 0.0046 -0.0001 -2.8% 0.0000
Volume 825 526 -299 -36.2% 3,171
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 0.7504 0.7490 0.7434
R3 0.7475 0.7461 0.7426
R2 0.7446 0.7446 0.7424
R1 0.7432 0.7432 0.7421 0.7439
PP 0.7417 0.7417 0.7417 0.7420
S1 0.7403 0.7403 0.7416 0.7410
S2 0.7388 0.7388 0.7413
S3 0.7359 0.7374 0.7411
S4 0.7330 0.7345 0.7403
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7719 0.7681 0.7478
R3 0.7606 0.7567 0.7447
R2 0.7492 0.7492 0.7436
R1 0.7454 0.7454 0.7426 0.7473
PP 0.7379 0.7379 0.7379 0.7388
S1 0.7340 0.7340 0.7405 0.7360
S2 0.7265 0.7265 0.7395
S3 0.7152 0.7227 0.7384
S4 0.7038 0.7113 0.7353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7431 0.7332 0.0099 1.3% 0.0042 0.6% 88% True False 591
10 0.7431 0.7279 0.0151 2.0% 0.0046 0.6% 92% True False 554
20 0.7431 0.7267 0.0164 2.2% 0.0048 0.6% 93% True False 475
40 0.7577 0.7267 0.0310 4.2% 0.0045 0.6% 49% False False 329
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7554
2.618 0.7506
1.618 0.7477
1.000 0.7460
0.618 0.7448
HIGH 0.7431
0.618 0.7419
0.500 0.7416
0.382 0.7413
LOW 0.7402
0.618 0.7384
1.000 0.7373
1.618 0.7355
2.618 0.7326
4.250 0.7278
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 0.7418 0.7406
PP 0.7417 0.7394
S1 0.7416 0.7381

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

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