CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 0.7297 0.7290 -0.0007 -0.1% 0.7339
High 0.7314 0.7345 0.0031 0.4% 0.7348
Low 0.7275 0.7267 -0.0008 -0.1% 0.7267
Close 0.7281 0.7324 0.0043 0.6% 0.7324
Range 0.0039 0.0079 0.0039 101.3% 0.0081
ATR 0.0045 0.0047 0.0002 5.4% 0.0000
Volume 410 370 -40 -9.8% 1,585
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7547 0.7514 0.7367
R3 0.7469 0.7435 0.7345
R2 0.7390 0.7390 0.7338
R1 0.7357 0.7357 0.7331 0.7374
PP 0.7312 0.7312 0.7312 0.7320
S1 0.7278 0.7278 0.7316 0.7295
S2 0.7233 0.7233 0.7309
S3 0.7155 0.7200 0.7302
S4 0.7076 0.7121 0.7280
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7557 0.7522 0.7368
R3 0.7476 0.7440 0.7346
R2 0.7394 0.7394 0.7338
R1 0.7359 0.7359 0.7331 0.7336
PP 0.7313 0.7313 0.7313 0.7301
S1 0.7277 0.7277 0.7316 0.7254
S2 0.7231 0.7231 0.7309
S3 0.7150 0.7196 0.7301
S4 0.7068 0.7114 0.7279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7267 0.0081 1.1% 0.0047 0.6% 70% False True 317
10 0.7474 0.7267 0.0207 2.8% 0.0051 0.7% 28% False True 382
20 0.7577 0.7267 0.0310 4.2% 0.0048 0.6% 18% False True 330
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 18% False True 207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7551
1.618 0.7472
1.000 0.7424
0.618 0.7394
HIGH 0.7345
0.618 0.7315
0.500 0.7306
0.382 0.7296
LOW 0.7267
0.618 0.7218
1.000 0.7188
1.618 0.7139
2.618 0.7061
4.250 0.6933
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 0.7318 0.7318
PP 0.7312 0.7312
S1 0.7306 0.7306

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.