CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 0.7418 0.7420 0.0002 0.0% 0.7312
High 0.7431 0.7447 0.0017 0.2% 0.7417
Low 0.7402 0.7409 0.0007 0.1% 0.7304
Close 0.7419 0.7412 -0.0007 -0.1% 0.7416
Range 0.0029 0.0039 0.0010 32.8% 0.0114
ATR 0.0046 0.0046 -0.0001 -1.2% 0.0000
Volume 526 539 13 2.5% 3,171
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 0.7538 0.7513 0.7433
R3 0.7499 0.7475 0.7422
R2 0.7461 0.7461 0.7419
R1 0.7436 0.7436 0.7415 0.7429
PP 0.7422 0.7422 0.7422 0.7419
S1 0.7398 0.7398 0.7408 0.7391
S2 0.7384 0.7384 0.7404
S3 0.7345 0.7359 0.7401
S4 0.7307 0.7321 0.7390
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 0.7447 0.7332 0.0116 1.6% 0.0041 0.6% 69% True False 538
10 0.7447 0.7279 0.0168 2.3% 0.0045 0.6% 79% True False 564
20 0.7447 0.7267 0.0181 2.4% 0.0046 0.6% 80% True False 467
40 0.7577 0.7267 0.0310 4.2% 0.0045 0.6% 47% False False 341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7548
1.618 0.7509
1.000 0.7486
0.618 0.7471
HIGH 0.7447
0.618 0.7432
0.500 0.7428
0.382 0.7423
LOW 0.7409
0.618 0.7385
1.000 0.7370
1.618 0.7346
2.618 0.7308
4.250 0.7245
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 0.7428 0.7409
PP 0.7422 0.7407
S1 0.7417 0.7405

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

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