CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 0.7340 0.7319 -0.0022 -0.3% 0.7339
High 0.7345 0.7330 -0.0015 -0.2% 0.7348
Low 0.7299 0.7286 -0.0013 -0.2% 0.7267
Close 0.7319 0.7305 -0.0014 -0.2% 0.7324
Range 0.0046 0.0044 -0.0002 -4.3% 0.0081
ATR 0.0047 0.0047 0.0000 -0.5% 0.0000
Volume 290 440 150 51.7% 1,585
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 0.7439 0.7416 0.7329
R3 0.7395 0.7372 0.7317
R2 0.7351 0.7351 0.7313
R1 0.7328 0.7328 0.7309 0.7318
PP 0.7307 0.7307 0.7307 0.7302
S1 0.7284 0.7284 0.7301 0.7274
S2 0.7263 0.7263 0.7297
S3 0.7219 0.7240 0.7293
S4 0.7175 0.7196 0.7281
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 0.7345 0.7267 0.0079 1.1% 0.0049 0.7% 49% False False 343
10 0.7407 0.7267 0.0141 1.9% 0.0048 0.7% 27% False False 371
20 0.7577 0.7267 0.0310 4.3% 0.0047 0.6% 12% False False 346
40 0.7577 0.7267 0.0310 4.3% 0.0044 0.6% 12% False False 214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7445
1.618 0.7401
1.000 0.7374
0.618 0.7357
HIGH 0.7330
0.618 0.7313
0.500 0.7308
0.382 0.7303
LOW 0.7286
0.618 0.7259
1.000 0.7242
1.618 0.7215
2.618 0.7171
4.250 0.7099
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 0.7308 0.7306
PP 0.7307 0.7306
S1 0.7306 0.7305

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

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