CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 0.7429 0.7421 -0.0009 -0.1% 0.7551
High 0.7474 0.7422 -0.0052 -0.7% 0.7555
Low 0.7414 0.7356 -0.0058 -0.8% 0.7411
Close 0.7418 0.7382 -0.0036 -0.5% 0.7418
Range 0.0060 0.0066 0.0006 9.2% 0.0145
ATR 0.0044 0.0045 0.0002 3.6% 0.0000
Volume 149 689 540 362.4% 1,364
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7583 0.7548 0.7418
R3 0.7518 0.7483 0.7400
R2 0.7452 0.7452 0.7394
R1 0.7417 0.7417 0.7388 0.7402
PP 0.7387 0.7387 0.7387 0.7379
S1 0.7352 0.7352 0.7376 0.7336
S2 0.7321 0.7321 0.7370
S3 0.7255 0.7286 0.7364
S4 0.7190 0.7220 0.7346
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 0.7492 0.7356 0.0136 1.8% 0.0049 0.7% 19% False True 387
10 0.7577 0.7356 0.0221 3.0% 0.0045 0.6% 12% False True 321
20 0.7577 0.7356 0.0221 3.0% 0.0043 0.6% 12% False True 214
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 0.0006
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7700
2.618 0.7593
1.618 0.7527
1.000 0.7487
0.618 0.7462
HIGH 0.7422
0.618 0.7396
0.500 0.7389
0.382 0.7381
LOW 0.7356
0.618 0.7316
1.000 0.7290
1.618 0.7250
2.618 0.7185
4.250 0.7078
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 0.7389 0.7415
PP 0.7387 0.7404
S1 0.7384 0.7393

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

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