CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 21-Apr-2017
Day Change Summary
Previous Current
20-Apr-2017 21-Apr-2017 Change Change % Previous Week
Open 0.7433 0.7438 0.0006 0.1% 0.7551
High 0.7447 0.7447 -0.0001 0.0% 0.7555
Low 0.7425 0.7411 -0.0015 -0.2% 0.7411
Close 0.7439 0.7418 -0.0021 -0.3% 0.7418
Range 0.0022 0.0036 0.0014 63.6% 0.0145
ATR 0.0043 0.0042 0.0000 -1.1% 0.0000
Volume 417 415 -2 -0.5% 1,364
Daily Pivots for day following 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7533 0.7512 0.7438
R3 0.7497 0.7476 0.7428
R2 0.7461 0.7461 0.7425
R1 0.7440 0.7440 0.7421 0.7432
PP 0.7425 0.7425 0.7425 0.7421
S1 0.7403 0.7403 0.7415 0.7396
S2 0.7389 0.7389 0.7411
S3 0.7353 0.7367 0.7408
S4 0.7317 0.7331 0.7398
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7895 0.7801 0.7497
R3 0.7750 0.7656 0.7458
R2 0.7606 0.7606 0.7444
R1 0.7512 0.7512 0.7431 0.7487
PP 0.7461 0.7461 0.7461 0.7449
S1 0.7367 0.7367 0.7405 0.7342
S2 0.7317 0.7317 0.7392
S3 0.7172 0.7223 0.7378
S4 0.7028 0.7078 0.7339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7555 0.7411 0.0145 1.9% 0.0037 0.5% 5% False True 272
10 0.7577 0.7411 0.0167 2.2% 0.0044 0.6% 5% False True 279
20 0.7577 0.7411 0.0167 2.2% 0.0040 0.5% 5% False True 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7600
2.618 0.7541
1.618 0.7505
1.000 0.7483
0.618 0.7469
HIGH 0.7447
0.618 0.7433
0.500 0.7429
0.382 0.7424
LOW 0.7411
0.618 0.7388
1.000 0.7374
1.618 0.7352
2.618 0.7316
4.250 0.7257
Fisher Pivots for day following 21-Apr-2017
Pivot 1 day 3 day
R1 0.7429 0.7451
PP 0.7425 0.7440
S1 0.7422 0.7429

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

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