CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	0.7882	0.7852	-0.0030	-0.4%	0.7920
High	0.7896	0.7907	0.0012	0.1%	0.7924
Low	0.7850	0.7845	-0.0005	-0.1%	0.7845
Close	0.7868	0.7889	0.0021	0.3%	0.7889
Range	0.0046	0.0063	0.0017	37.4%	0.0079
ATR	0.0056	0.0057	0.0000	0.8%	0.0000
Volume	69,170	73,235	4,065	5.9%	311,786

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8041	0.7923
R3	0.8005	0.7978	0.7906
R2	0.7943	0.7943	0.7900
R1	0.7916	0.7916	0.7894	0.7929
PP	0.7880	0.7880	0.7880	0.7887
S1	0.7853	0.7853	0.7883	0.7867
S2	0.7818	0.7818	0.7877
S3	0.7755	0.7791	0.7871
S4	0.7693	0.7728	0.7854

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8122	0.8084	0.7932
R3	0.8043	0.8005	0.7910
R2	0.7964	0.7964	0.7903
R1	0.7926	0.7926	0.7896	0.7906
PP	0.7886	0.7886	0.7886	0.7875
S1	0.7848	0.7848	0.7881	0.7827
S2	0.7807	0.7807	0.7874
S3	0.7728	0.7769	0.7867
S4	0.7649	0.7690	0.7845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7924	0.7845	0.0079	1.0%	0.0046	0.6%	56%	False	True	62,357
10	0.8050	0.7845	0.0205	2.6%	0.0052	0.7%	21%	False	True	71,395
20	0.8062	0.7845	0.0217	2.8%	0.0058	0.7%	20%	False	True	75,287
40	0.8062	0.7504	0.0558	7.1%	0.0057	0.7%	69%	False	False	76,847
60	0.8062	0.7332	0.0730	9.3%	0.0053	0.7%	76%	False	False	56,116
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	78%	False	False	42,195
100	0.8062	0.7267	0.0795	10.1%	0.0050	0.6%	78%	False	False	33,784

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	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8173
2.618	0.8071
1.618	0.8008
1.000	0.7970
0.618	0.7946
HIGH	0.7907
0.618	0.7883
0.500	0.7876
0.382	0.7868
LOW	0.7845
0.618	0.7806
1.000	0.7782
1.618	0.7743
2.618	0.7681
4.250	0.7579

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	0.7884	0.7884
PP	0.7880	0.7880
S1	0.7876	0.7876

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