CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	0.8002	0.8048	0.0047	0.6%	0.7916
High	0.8062	0.8062	0.0000	0.0%	0.7993
Low	0.7979	0.7958	-0.0021	-0.3%	0.7881
Close	0.8019	0.7970	-0.0048	-0.6%	0.7986
Range	0.0084	0.0104	0.0021	24.6%	0.0112
ATR	0.0056	0.0059	0.0003	6.1%	0.0000
Volume	96,763	99,548	2,785	2.9%	366,622

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8308	0.8243	0.8027
R3	0.8204	0.8139	0.7999
R2	0.8100	0.8100	0.7989
R1	0.8035	0.8035	0.7980	0.8016
PP	0.7996	0.7996	0.7996	0.7987
S1	0.7931	0.7931	0.7960	0.7912
S2	0.7892	0.7892	0.7951
S3	0.7788	0.7827	0.7941
S4	0.7684	0.7723	0.7913

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8249	0.8047
R3	0.8177	0.8137	0.8016
R2	0.8065	0.8065	0.8006
R1	0.8025	0.8025	0.7996	0.8045
PP	0.7953	0.7953	0.7953	0.7963
S1	0.7913	0.7913	0.7975	0.7933
S2	0.7841	0.7841	0.7965
S3	0.7729	0.7801	0.7955
S4	0.7617	0.7689	0.7924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8062	0.7938	0.0125	1.6%	0.0064	0.8%	26%	False	False	82,016
10	0.8062	0.7853	0.0210	2.6%	0.0061	0.8%	56%	False	False	77,731
20	0.8062	0.7678	0.0385	4.8%	0.0057	0.7%	76%	False	False	80,816
40	0.8062	0.7396	0.0666	8.4%	0.0054	0.7%	86%	False	False	63,548
60	0.8062	0.7267	0.0795	10.0%	0.0052	0.6%	88%	False	False	42,670
80	0.8062	0.7267	0.0795	10.0%	0.0050	0.6%	88%	False	False	32,075
100	0.8062	0.7267	0.0795	10.0%	0.0048	0.6%	88%	False	False	25,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8504
2.618	0.8334
1.618	0.8230
1.000	0.8166
0.618	0.8126
HIGH	0.8062
0.618	0.8022
0.500	0.8010
0.382	0.7997
LOW	0.7958
0.618	0.7893
1.000	0.7853
1.618	0.7789
2.618	0.7685
4.250	0.7515

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	0.8010	0.8010
PP	0.7996	0.7997
S1	0.7983	0.7983

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