CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	0.7963	0.7954	-0.0009	-0.1%	0.8045
High	0.7972	0.7979	0.0007	0.1%	0.8050
Low	0.7931	0.7900	-0.0031	-0.4%	0.7900
Close	0.7951	0.7910	-0.0041	-0.5%	0.7910
Range	0.0041	0.0080	0.0038	91.6%	0.0150
ATR	0.0060	0.0061	0.0001	2.4%	0.0000
Volume	65,406	83,906	18,500	28.3%	402,168

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8168	0.8118	0.7953
R3	0.8088	0.8039	0.7931
R2	0.8009	0.8009	0.7924
R1	0.7959	0.7959	0.7917	0.7944
PP	0.7929	0.7929	0.7929	0.7922
S1	0.7880	0.7880	0.7902	0.7865
S2	0.7850	0.7850	0.7895
S3	0.7770	0.7800	0.7888
S4	0.7691	0.7721	0.7866

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8306	0.7992
R3	0.8253	0.8156	0.7951
R2	0.8103	0.8103	0.7937
R1	0.8006	0.8006	0.7923	0.7980
PP	0.7953	0.7953	0.7953	0.7940
S1	0.7856	0.7856	0.7896	0.7830
S2	0.7803	0.7803	0.7882
S3	0.7653	0.7706	0.7868
S4	0.7503	0.7556	0.7827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8050	0.7900	0.0150	1.9%	0.0058	0.7%	7%	False	True	80,433
10	0.8062	0.7900	0.0162	2.1%	0.0065	0.8%	6%	False	True	82,734
20	0.8062	0.7735	0.0327	4.1%	0.0063	0.8%	53%	False	False	81,129
40	0.8062	0.7407	0.0655	8.3%	0.0059	0.7%	77%	False	False	75,275
60	0.8062	0.7279	0.0783	9.9%	0.0053	0.7%	81%	False	False	50,967
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	81%	False	False	38,315
100	0.8062	0.7267	0.0795	10.1%	0.0050	0.6%	81%	False	False	30,669

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8317
2.618	0.8187
1.618	0.8108
1.000	0.8059
0.618	0.8028
HIGH	0.7979
0.618	0.7949
0.500	0.7939
0.382	0.7930
LOW	0.7900
0.618	0.7850
1.000	0.7820
1.618	0.7771
2.618	0.7691
4.250	0.7562

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	0.7939	0.7942
PP	0.7929	0.7931
S1	0.7919	0.7920

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