CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 07-Apr-2017
Day Change Summary
Previous Current
06-Apr-2017 07-Apr-2017 Change Change % Previous Week
Open 0.7457 0.7478 0.0021 0.3% 0.7517
High 0.7480 0.7515 0.0035 0.5% 0.7517
Low 0.7453 0.7464 0.0011 0.1% 0.7450
Close 0.7475 0.7472 -0.0003 0.0% 0.7472
Range 0.0028 0.0051 0.0024 85.5% 0.0067
ATR 0.0040 0.0041 0.0001 2.0% 0.0000
Volume 41 199 158 385.4% 445
Daily Pivots for day following 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7636 0.7605 0.7500
R3 0.7585 0.7554 0.7486
R2 0.7534 0.7534 0.7481
R1 0.7503 0.7503 0.7477 0.7493
PP 0.7483 0.7483 0.7483 0.7478
S1 0.7452 0.7452 0.7467 0.7442
S2 0.7432 0.7432 0.7463
S3 0.7381 0.7401 0.7458
S4 0.7330 0.7350 0.7444
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7681 0.7643 0.7509
R3 0.7614 0.7576 0.7490
R2 0.7547 0.7547 0.7484
R1 0.7509 0.7509 0.7478 0.7495
PP 0.7480 0.7480 0.7480 0.7472
S1 0.7442 0.7442 0.7466 0.7428
S2 0.7413 0.7413 0.7460
S3 0.7346 0.7375 0.7454
S4 0.7279 0.7308 0.7435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7517 0.7450 0.0067 0.9% 0.0038 0.5% 33% False False 89
10 0.7551 0.7450 0.0101 1.4% 0.0039 0.5% 22% False False 91
20 0.7559 0.7434 0.0125 1.7% 0.0040 0.5% 30% False False 89
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 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7648
1.618 0.7597
1.000 0.7566
0.618 0.7546
HIGH 0.7515
0.618 0.7495
0.500 0.7489
0.382 0.7483
LOW 0.7464
0.618 0.7432
1.000 0.7412
1.618 0.7381
2.618 0.7330
4.250 0.7247
Fisher Pivots for day following 07-Apr-2017
Pivot 1 day 3 day
R1 0.7489 0.7484
PP 0.7483 0.7480
S1 0.7478 0.7476

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

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