CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 0.7527 0.7519 -0.0009 -0.1% 0.7507
High 0.7551 0.7546 -0.0006 -0.1% 0.7551
Low 0.7510 0.7501 -0.0009 -0.1% 0.7475
Close 0.7530 0.7544 0.0014 0.2% 0.7544
Range 0.0042 0.0045 0.0004 8.4% 0.0076
ATR 0.0039 0.0040 0.0000 1.0% 0.0000
Volume 78 112 34 43.6% 467
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7665 0.7649 0.7568
R3 0.7620 0.7604 0.7556
R2 0.7575 0.7575 0.7552
R1 0.7559 0.7559 0.7548 0.7567
PP 0.7530 0.7530 0.7530 0.7534
S1 0.7514 0.7514 0.7539 0.7522
S2 0.7485 0.7485 0.7535
S3 0.7440 0.7469 0.7531
S4 0.7395 0.7424 0.7519
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7751 0.7723 0.7585
R3 0.7675 0.7647 0.7564
R2 0.7599 0.7599 0.7557
R1 0.7571 0.7571 0.7550 0.7585
PP 0.7523 0.7523 0.7523 0.7530
S1 0.7495 0.7495 0.7537 0.7509
S2 0.7447 0.7447 0.7530
S3 0.7371 0.7419 0.7523
S4 0.7295 0.7343 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7475 0.0076 1.0% 0.0041 0.5% 90% False False 93
10 0.7559 0.7475 0.0084 1.1% 0.0039 0.5% 82% False False 66
20 0.7559 0.7412 0.0147 1.9% 0.0039 0.5% 89% False False 110
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 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7737
2.618 0.7663
1.618 0.7618
1.000 0.7591
0.618 0.7573
HIGH 0.7546
0.618 0.7528
0.500 0.7523
0.382 0.7518
LOW 0.7501
0.618 0.7473
1.000 0.7456
1.618 0.7428
2.618 0.7383
4.250 0.7309
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 0.7537 0.7534
PP 0.7530 0.7525
S1 0.7523 0.7516

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

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