CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	0.8257	0.8211	-0.0046	-0.6%	0.8065
High	0.8277	0.8244	-0.0033	-0.4%	0.8291
Low	0.8204	0.8184	-0.0021	-0.2%	0.8049
Close	0.8212	0.8199	-0.0014	-0.2%	0.8235
Range	0.0073	0.0061	-0.0012	-17.1%	0.0243
ATR	0.0072	0.0071	-0.0001	-1.1%	0.0000
Volume	86,672	109,332	22,660	26.1%	426,428

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8355	0.8232
R3	0.8330	0.8294	0.8215
R2	0.8269	0.8269	0.8210
R1	0.8234	0.8234	0.8204	0.8221
PP	0.8209	0.8209	0.8209	0.8202
S1	0.8173	0.8173	0.8193	0.8161
S2	0.8148	0.8148	0.8187
S3	0.8088	0.8113	0.8182
S4	0.8027	0.8052	0.8165

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8919	0.8820	0.8368
R3	0.8677	0.8577	0.8302
R2	0.8434	0.8434	0.8279
R1	0.8335	0.8335	0.8257	0.8384
PP	0.8192	0.8192	0.8192	0.8216
S1	0.8092	0.8092	0.8213	0.8142
S2	0.7949	0.7949	0.8191
S3	0.7707	0.7850	0.8168
S4	0.7464	0.7607	0.8102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8291	0.8170	0.0121	1.5%	0.0068	0.8%	24%	False	False	94,167
10	0.8291	0.7899	0.0393	4.8%	0.0089	1.1%	76%	False	False	98,308
20	0.8291	0.7834	0.0457	5.6%	0.0073	0.9%	80%	False	False	78,476
40	0.8291	0.7829	0.0462	5.6%	0.0064	0.8%	80%	False	False	75,801
60	0.8291	0.7504	0.0787	9.6%	0.0062	0.8%	88%	False	False	76,889
80	0.8291	0.7396	0.0895	10.9%	0.0058	0.7%	90%	False	False	63,020
100	0.8291	0.7267	0.1024	12.5%	0.0056	0.7%	91%	False	False	50,507
120	0.8291	0.7267	0.1024	12.5%	0.0053	0.7%	91%	False	False	42,118

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8501
2.618	0.8402
1.618	0.8342
1.000	0.8305
0.618	0.8281
HIGH	0.8244
0.618	0.8221
0.500	0.8214
0.382	0.8207
LOW	0.8184
0.618	0.8146
1.000	0.8123
1.618	0.8086
2.618	0.8025
4.250	0.7926

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	0.8214	0.8230
PP	0.8209	0.8220
S1	0.8204	0.8209

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