CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 0.7507 0.7492 -0.0015 -0.2% 0.7512
High 0.7524 0.7507 -0.0017 -0.2% 0.7559
Low 0.7480 0.7475 -0.0005 -0.1% 0.7479
Close 0.7496 0.7494 -0.0003 0.0% 0.7494
Range 0.0044 0.0031 -0.0012 -27.6% 0.0080
ATR 0.0039 0.0039 -0.0001 -1.4% 0.0000
Volume 58 171 113 194.8% 199
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7586 0.7571 0.7511
R3 0.7555 0.7540 0.7502
R2 0.7523 0.7523 0.7499
R1 0.7508 0.7508 0.7496 0.7516
PP 0.7492 0.7492 0.7492 0.7495
S1 0.7477 0.7477 0.7491 0.7484
S2 0.7460 0.7460 0.7488
S3 0.7429 0.7445 0.7485
S4 0.7397 0.7414 0.7476
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7751 0.7702 0.7538
R3 0.7671 0.7622 0.7516
R2 0.7591 0.7591 0.7508
R1 0.7542 0.7542 0.7501 0.7526
PP 0.7511 0.7511 0.7511 0.7503
S1 0.7462 0.7462 0.7486 0.7446
S2 0.7431 0.7431 0.7479
S3 0.7351 0.7382 0.7472
S4 0.7271 0.7302 0.7450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7529 0.7475 0.0054 0.7% 0.0033 0.4% 34% False True 73
10 0.7559 0.7441 0.0118 1.6% 0.0043 0.6% 44% False False 68
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7640
2.618 0.7589
1.618 0.7557
1.000 0.7538
0.618 0.7526
HIGH 0.7507
0.618 0.7494
0.500 0.7491
0.382 0.7487
LOW 0.7475
0.618 0.7456
1.000 0.7444
1.618 0.7424
2.618 0.7393
4.250 0.7341
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 0.7493 0.7499
PP 0.7492 0.7497
S1 0.7491 0.7495

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

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