CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	0.8011	0.8065	0.0054	0.7%	0.8020
High	0.8105	0.8108	0.0003	0.0%	0.8105
Low	0.8007	0.8049	0.0042	0.5%	0.7899
Close	0.8073	0.8081	0.0009	0.1%	0.8073
Range	0.0098	0.0060	-0.0039	-39.6%	0.0207
ATR	0.0064	0.0064	0.0000	-0.5%	0.0000
Volume	112,465	87,514	-24,951	-22.2%	409,106

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8229	0.8114
R3	0.8198	0.8169	0.8097
R2	0.8139	0.8139	0.8092
R1	0.8110	0.8110	0.8086	0.8124
PP	0.8079	0.8079	0.8079	0.8086
S1	0.8050	0.8050	0.8076	0.8065
S2	0.8020	0.8020	0.8070
S3	0.7960	0.7991	0.8065
S4	0.7901	0.7931	0.8048

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8645	0.8565	0.8186
R3	0.8438	0.8359	0.8129
R2	0.8232	0.8232	0.8110
R1	0.8152	0.8152	0.8091	0.8192
PP	0.8025	0.8025	0.8025	0.8045
S1	0.7946	0.7946	0.8054	0.7986
S2	0.7819	0.7819	0.8035
S3	0.7612	0.7739	0.8016
S4	0.7406	0.7533	0.7959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8108	0.7899	0.0210	2.6%	0.0087	1.1%	87%	True	False	90,161
10	0.8108	0.7899	0.0210	2.6%	0.0065	0.8%	87%	True	False	71,235
20	0.8108	0.7829	0.0279	3.5%	0.0059	0.7%	90%	True	False	66,978
40	0.8108	0.7735	0.0373	4.6%	0.0061	0.8%	93%	True	False	73,700
60	0.8108	0.7438	0.0671	8.3%	0.0059	0.7%	96%	True	False	72,975
80	0.8108	0.7293	0.0816	10.1%	0.0055	0.7%	97%	True	False	55,561
100	0.8108	0.7267	0.0841	10.4%	0.0053	0.7%	97%	True	False	44,524
120	0.8108	0.7267	0.0841	10.4%	0.0051	0.6%	97%	True	False	37,120

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8361
2.618	0.8264
1.618	0.8204
1.000	0.8168
0.618	0.8145
HIGH	0.8108
0.618	0.8085
0.500	0.8078
0.382	0.8071
LOW	0.8049
0.618	0.8012
1.000	0.7989
1.618	0.7952
2.618	0.7893
4.250	0.7796

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	0.8080	0.8055
PP	0.8079	0.8029
S1	0.8078	0.8003

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