CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 25-May-2017
Day Change Summary
Previous Current
24-May-2017 25-May-2017 Change Change % Previous Week
Open 0.7416 0.7472 0.0056 0.8% 0.7312
High 0.7475 0.7484 0.0008 0.1% 0.7417
Low 0.7401 0.7427 0.0026 0.3% 0.7304
Close 0.7459 0.7428 -0.0031 -0.4% 0.7416
Range 0.0074 0.0057 -0.0017 -23.0% 0.0114
ATR 0.0048 0.0049 0.0001 1.4% 0.0000
Volume 1,199 1,291 92 7.7% 3,171
Daily Pivots for day following 25-May-2017
Classic Woodie Camarilla DeMark
R4 0.7617 0.7580 0.7459
R3 0.7560 0.7523 0.7444
R2 0.7503 0.7503 0.7438
R1 0.7466 0.7466 0.7433 0.7456
PP 0.7446 0.7446 0.7446 0.7441
S1 0.7409 0.7409 0.7423 0.7399
S2 0.7389 0.7389 0.7418
S3 0.7332 0.7352 0.7412
S4 0.7275 0.7295 0.7397
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 0.7484 0.7363 0.0120 1.6% 0.0051 0.7% 54% True False 876
10 0.7484 0.7293 0.0191 2.6% 0.0049 0.7% 71% True False 704
20 0.7484 0.7267 0.0217 2.9% 0.0047 0.6% 74% True False 537
40 0.7577 0.7267 0.0310 4.2% 0.0046 0.6% 52% False False 397
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7726
2.618 0.7633
1.618 0.7576
1.000 0.7541
0.618 0.7519
HIGH 0.7484
0.618 0.7462
0.500 0.7455
0.382 0.7448
LOW 0.7427
0.618 0.7391
1.000 0.7370
1.618 0.7334
2.618 0.7277
4.250 0.7184
Fisher Pivots for day following 25-May-2017
Pivot 1 day 3 day
R1 0.7455 0.7442
PP 0.7446 0.7438
S1 0.7437 0.7433

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

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