CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 18-Sep-2017

Day Change Summary
	Previous	Current
	15-Sep-2017	18-Sep-2017	Change	Change %	Previous Week
Open	0.8213	0.8199	-0.0014	-0.2%	0.8231
High	0.8255	0.8216	-0.0039	-0.5%	0.8277
Low	0.8184	0.8106	-0.0078	-1.0%	0.8171
Close	0.8211	0.8126	-0.0085	-1.0%	0.8211
Range	0.0071	0.0110	0.0039	54.9%	0.0107
ATR	0.0070	0.0073	0.0003	4.1%	0.0000
Volume	57,799	13,440	-44,359	-76.7%	452,803

Daily Pivots for day following 18-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8479	0.8412	0.8186
R3	0.8369	0.8302	0.8156
R2	0.8259	0.8259	0.8146
R1	0.8192	0.8192	0.8136	0.8171
PP	0.8149	0.8149	0.8149	0.8138
S1	0.8082	0.8082	0.8115	0.8061
S2	0.8039	0.8039	0.8105
S3	0.7929	0.7972	0.8095
S4	0.7819	0.7862	0.8065

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8481	0.8269
R3	0.8432	0.8375	0.8240
R2	0.8326	0.8326	0.8230
R1	0.8268	0.8268	0.8220	0.8244
PP	0.8219	0.8219	0.8219	0.8207
S1	0.8162	0.8162	0.8201	0.8137
S2	0.8113	0.8113	0.8191
S3	0.8006	0.8055	0.8181
S4	0.7900	0.7949	0.8152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8277	0.8106	0.0172	2.1%	0.0074	0.9%	12%	False	True	80,202
10	0.8291	0.8049	0.0243	3.0%	0.0083	1.0%	32%	False	False	89,267
20	0.8291	0.7899	0.0393	4.8%	0.0073	0.9%	58%	False	False	78,118
40	0.8291	0.7829	0.0462	5.7%	0.0066	0.8%	64%	False	False	75,502
60	0.8291	0.7526	0.0765	9.4%	0.0063	0.8%	78%	False	False	76,936
80	0.8291	0.7396	0.0895	11.0%	0.0059	0.7%	82%	False	False	65,554
100	0.8291	0.7267	0.1024	12.6%	0.0057	0.7%	84%	False	False	52,548
120	0.8291	0.7267	0.1024	12.6%	0.0055	0.7%	84%	False	False	43,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8683
2.618	0.8503
1.618	0.8393
1.000	0.8326
0.618	0.8283
HIGH	0.8216
0.618	0.8173
0.500	0.8161
0.382	0.8148
LOW	0.8106
0.618	0.8038
1.000	0.7996
1.618	0.7928
2.618	0.7818
4.250	0.7638

Fisher Pivots for day following 18-Sep-2017
Pivot	1 day	3 day
R1	0.8161	0.8180
PP	0.8149	0.8162
S1	0.8137	0.8144

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