CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 14-Jul-2017

Day Change Summary
	Previous	Current
	13-Jul-2017	14-Jul-2017	Change	Change %	Previous Week
Open	0.7856	0.7865	0.0009	0.1%	0.7770
High	0.7869	0.7917	0.0048	0.6%	0.7917
Low	0.7838	0.7853	0.0015	0.2%	0.7735
Close	0.7866	0.7912	0.0046	0.6%	0.7912
Range	0.0031	0.0064	0.0033	106.5%	0.0182
ATR	0.0055	0.0056	0.0001	1.1%	0.0000
Volume	74,068	83,308	9,240	12.5%	428,634

Daily Pivots for day following 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.8063	0.7947
R3	0.8022	0.7999	0.7929
R2	0.7958	0.7958	0.7923
R1	0.7935	0.7935	0.7917	0.7946
PP	0.7894	0.7894	0.7894	0.7899
S1	0.7870	0.7870	0.7906	0.7882
S2	0.7829	0.7829	0.7900
S3	0.7765	0.7806	0.7894
S4	0.7701	0.7742	0.7876

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8399	0.8337	0.8011
R3	0.8217	0.8155	0.7961
R2	0.8036	0.8036	0.7945
R1	0.7974	0.7974	0.7928	0.8005
PP	0.7854	0.7854	0.7854	0.7870
S1	0.7792	0.7792	0.7895	0.7823
S2	0.7673	0.7673	0.7878
S3	0.7491	0.7611	0.7862
S4	0.7310	0.7429	0.7812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7917	0.7735	0.0182	2.3%	0.0065	0.8%	97%	True	False	85,726
10	0.7917	0.7693	0.0224	2.8%	0.0056	0.7%	98%	True	False	82,356
20	0.7917	0.7504	0.0413	5.2%	0.0055	0.7%	99%	True	False	78,408
40	0.7917	0.7332	0.0585	7.4%	0.0051	0.6%	99%	True	False	46,531
60	0.7917	0.7267	0.0650	8.2%	0.0050	0.6%	99%	True	False	31,164
80	0.7917	0.7267	0.0650	8.2%	0.0047	0.6%	99%	True	False	23,408

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8084
1.618	0.8020
1.000	0.7981
0.618	0.7956
HIGH	0.7917
0.618	0.7892
0.500	0.7885
0.382	0.7877
LOW	0.7853
0.618	0.7813
1.000	0.7788
1.618	0.7749
2.618	0.7685
4.250	0.7580

Fisher Pivots for day following 14-Jul-2017
Pivot	1 day	3 day
R1	0.7903	0.7883
PP	0.7894	0.7855
S1	0.7885	0.7827

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols