CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 0.7509 0.7505 -0.0004 0.0% 0.7454
High 0.7559 0.7527 -0.0033 -0.4% 0.7551
Low 0.7504 0.7479 -0.0025 -0.3% 0.7434
Close 0.7514 0.7515 0.0001 0.0% 0.7517
Range 0.0055 0.0048 -0.0008 -13.6% 0.0117
ATR 0.0000 0.0042 0.0042 0.0000
Volume 46 88 42 91.3% 680
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7649 0.7629 0.7541
R3 0.7602 0.7582 0.7528
R2 0.7554 0.7554 0.7523
R1 0.7534 0.7534 0.7519 0.7544
PP 0.7507 0.7507 0.7507 0.7512
S1 0.7487 0.7487 0.7510 0.7497
S2 0.7459 0.7459 0.7506
S3 0.7412 0.7439 0.7501
S4 0.7364 0.7392 0.7488
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 0.7559 0.7479 0.0080 1.1% 0.0044 0.6% 44% False True 58
10 0.7559 0.7412 0.0147 2.0% 0.0044 0.6% 70% False False 136
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7728
2.618 0.7651
1.618 0.7603
1.000 0.7574
0.618 0.7556
HIGH 0.7527
0.618 0.7508
0.500 0.7503
0.382 0.7497
LOW 0.7479
0.618 0.7450
1.000 0.7432
1.618 0.7402
2.618 0.7355
4.250 0.7277
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 0.7511 0.7519
PP 0.7507 0.7518
S1 0.7503 0.7516

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

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