CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 0.7994 0.8020 0.0025 0.3% 0.7955
High 0.8025 0.8039 0.0014 0.2% 0.8025
Low 0.7973 0.7996 0.0023 0.3% 0.7931
Close 0.8013 0.8007 -0.0006 -0.1% 0.8013
Range 0.0052 0.0043 -0.0009 -16.5% 0.0094
ATR 0.0054 0.0053 -0.0001 -1.4% 0.0000
Volume 61,702 45,815 -15,887 -25.7% 260,602
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8143 0.8118 0.8030
R3 0.8100 0.8075 0.8018
R2 0.8057 0.8057 0.8014
R1 0.8032 0.8032 0.8010 0.8023
PP 0.8014 0.8014 0.8014 0.8009
S1 0.7989 0.7989 0.8003 0.7980
S2 0.7971 0.7971 0.7999
S3 0.7928 0.7946 0.7995
S4 0.7885 0.7903 0.7983
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.8271 0.8236 0.8064
R3 0.8177 0.8142 0.8038
R2 0.8083 0.8083 0.8030
R1 0.8048 0.8048 0.8021 0.8066
PP 0.7989 0.7989 0.7989 0.7998
S1 0.7954 0.7954 0.8004 0.7972
S2 0.7895 0.7895 0.7995
S3 0.7801 0.7860 0.7987
S4 0.7707 0.7766 0.7961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7931 0.0108 1.3% 0.0044 0.5% 70% True False 52,310
10 0.8039 0.7829 0.0210 2.6% 0.0053 0.7% 85% True False 58,036
20 0.8039 0.7829 0.0210 2.6% 0.0051 0.6% 85% True False 62,467
40 0.8062 0.7693 0.0369 4.6% 0.0056 0.7% 85% False False 71,864
60 0.8062 0.7407 0.0655 8.2% 0.0055 0.7% 92% False False 66,276
80 0.8062 0.7267 0.0795 9.9% 0.0053 0.7% 93% False False 49,954
100 0.8062 0.7267 0.0795 9.9% 0.0051 0.6% 93% False False 40,026
120 0.8062 0.7267 0.0795 9.9% 0.0049 0.6% 93% False False 33,372
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8221
2.618 0.8151
1.618 0.8108
1.000 0.8082
0.618 0.8065
HIGH 0.8039
0.618 0.8022
0.500 0.8017
0.382 0.8012
LOW 0.7996
0.618 0.7969
1.000 0.7953
1.618 0.7926
2.618 0.7883
4.250 0.7813
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 0.8017 0.8005
PP 0.8014 0.8003
S1 0.8010 0.8001

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

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