CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 0.7526 0.7512 -0.0014 -0.2% 0.7454
High 0.7536 0.7534 -0.0002 0.0% 0.7551
Low 0.7497 0.7499 0.0002 0.0% 0.7434
Close 0.7517 0.7505 -0.0012 -0.2% 0.7517
Range 0.0039 0.0036 -0.0003 -9.0% 0.0117
ATR
Volume 35 13 -22 -62.9% 680
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7619 0.7597 0.7524
R3 0.7583 0.7562 0.7514
R2 0.7548 0.7548 0.7511
R1 0.7526 0.7526 0.7508 0.7519
PP 0.7512 0.7512 0.7512 0.7509
S1 0.7491 0.7491 0.7501 0.7484
S2 0.7477 0.7477 0.7498
S3 0.7441 0.7455 0.7495
S4 0.7406 0.7420 0.7485
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7852 0.7801 0.7581
R3 0.7735 0.7684 0.7549
R2 0.7618 0.7618 0.7538
R1 0.7567 0.7567 0.7528 0.7593
PP 0.7501 0.7501 0.7501 0.7513
S1 0.7450 0.7450 0.7506 0.7476
S2 0.7384 0.7384 0.7496
S3 0.7267 0.7333 0.7485
S4 0.7150 0.7216 0.7453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7434 0.0117 1.6% 0.0048 0.6% 60% False False 68
10 0.7551 0.7412 0.0139 1.9% 0.0041 0.6% 67% False False 145
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7627
1.618 0.7591
1.000 0.7570
0.618 0.7556
HIGH 0.7534
0.618 0.7520
0.500 0.7516
0.382 0.7512
LOW 0.7499
0.618 0.7477
1.000 0.7463
1.618 0.7441
2.618 0.7406
4.250 0.7348
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 0.7516 0.7524
PP 0.7512 0.7517
S1 0.7508 0.7511

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

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