CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 26-May-2017
Day Change Summary
Previous Current
25-May-2017 26-May-2017 Change Change % Previous Week
Open 0.7472 0.7430 -0.0042 -0.6% 0.7418
High 0.7484 0.7458 -0.0026 -0.3% 0.7484
Low 0.7427 0.7424 -0.0002 0.0% 0.7401
Close 0.7428 0.7441 0.0013 0.2% 0.7441
Range 0.0057 0.0033 -0.0024 -41.2% 0.0083
ATR 0.0049 0.0047 -0.0001 -2.2% 0.0000
Volume 1,291 370 -921 -71.3% 3,925
Daily Pivots for day following 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7541 0.7525 0.7459
R3 0.7508 0.7491 0.7450
R2 0.7474 0.7474 0.7447
R1 0.7458 0.7458 0.7444 0.7466
PP 0.7441 0.7441 0.7441 0.7445
S1 0.7424 0.7424 0.7438 0.7433
S2 0.7407 0.7407 0.7435
S3 0.7374 0.7391 0.7432
S4 0.7340 0.7357 0.7423
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7689 0.7648 0.7486
R3 0.7607 0.7565 0.7464
R2 0.7524 0.7524 0.7456
R1 0.7483 0.7483 0.7449 0.7504
PP 0.7442 0.7442 0.7442 0.7452
S1 0.7400 0.7400 0.7433 0.7421
S2 0.7359 0.7359 0.7426
S3 0.7277 0.7318 0.7418
S4 0.7194 0.7235 0.7396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7401 0.0083 1.1% 0.0046 0.6% 48% False False 785
10 0.7484 0.7304 0.0180 2.4% 0.0048 0.6% 76% False False 709
20 0.7484 0.7267 0.0217 2.9% 0.0047 0.6% 80% False False 540
40 0.7577 0.7267 0.0310 4.2% 0.0046 0.6% 56% False False 405
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7600
2.618 0.7545
1.618 0.7512
1.000 0.7491
0.618 0.7478
HIGH 0.7458
0.618 0.7445
0.500 0.7441
0.382 0.7437
LOW 0.7424
0.618 0.7403
1.000 0.7391
1.618 0.7370
2.618 0.7336
4.250 0.7282
Fisher Pivots for day following 26-May-2017
Pivot 1 day 3 day
R1 0.7441 0.7442
PP 0.7441 0.7442
S1 0.7441 0.7441

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

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