CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 14-Sep-2017

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	0.8211	0.8215	0.0005	0.1%	0.8065
High	0.8244	0.8226	-0.0018	-0.2%	0.8291
Low	0.8184	0.8171	-0.0013	-0.2%	0.8049
Close	0.8199	0.8204	0.0006	0.1%	0.8235
Range	0.0061	0.0056	-0.0005	-8.3%	0.0243
ATR	0.0071	0.0070	-0.0001	-1.6%	0.0000
Volume	109,332	133,769	24,437	22.4%	426,428

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8367	0.8341	0.8235
R3	0.8311	0.8285	0.8219
R2	0.8256	0.8256	0.8214
R1	0.8230	0.8230	0.8209	0.8215
PP	0.8200	0.8200	0.8200	0.8193
S1	0.8174	0.8174	0.8199	0.8160
S2	0.8145	0.8145	0.8194
S3	0.8089	0.8119	0.8189
S4	0.8034	0.8063	0.8173

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	0.8171	0.0121	1.5%	0.0062	0.8%	28%	False	True	99,738
10	0.8291	0.7899	0.0393	4.8%	0.0086	1.1%	78%	False	False	104,629
20	0.8291	0.7883	0.0409	5.0%	0.0071	0.9%	79%	False	False	81,214
40	0.8291	0.7829	0.0462	5.6%	0.0065	0.8%	81%	False	False	77,806
60	0.8291	0.7504	0.0787	9.6%	0.0062	0.8%	89%	False	False	78,083
80	0.8291	0.7396	0.0895	10.9%	0.0058	0.7%	90%	False	False	64,685
100	0.8291	0.7267	0.1024	12.5%	0.0056	0.7%	92%	False	False	51,843
120	0.8291	0.7267	0.1024	12.5%	0.0054	0.7%	92%	False	False	43,233

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8462
2.618	0.8371
1.618	0.8316
1.000	0.8282
0.618	0.8260
HIGH	0.8226
0.618	0.8205
0.500	0.8198
0.382	0.8192
LOW	0.8171
0.618	0.8136
1.000	0.8115
1.618	0.8081
2.618	0.8025
4.250	0.7935

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	0.8202	0.8224
PP	0.8200	0.8217
S1	0.8198	0.8211

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