CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 0.7307 0.7329 0.0022 0.3% 0.7339
High 0.7343 0.7332 -0.0011 -0.1% 0.7348
Low 0.7299 0.7279 -0.0019 -0.3% 0.7267
Close 0.7329 0.7318 -0.0012 -0.2% 0.7324
Range 0.0044 0.0053 0.0009 19.3% 0.0081
ATR 0.0047 0.0047 0.0000 0.9% 0.0000
Volume 432 656 224 51.9% 1,585
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 0.7467 0.7445 0.7346
R3 0.7414 0.7392 0.7332
R2 0.7362 0.7362 0.7327
R1 0.7340 0.7340 0.7322 0.7325
PP 0.7309 0.7309 0.7309 0.7302
S1 0.7287 0.7287 0.7313 0.7272
S2 0.7257 0.7257 0.7308
S3 0.7204 0.7235 0.7303
S4 0.7152 0.7182 0.7289
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% 0.0053 0.7% 65% False False 437
10 0.7355 0.7267 0.0088 1.2% 0.0046 0.6% 58% False False 370
20 0.7577 0.7267 0.0310 4.2% 0.0047 0.6% 16% False False 374
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 16% False False 237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7555
2.618 0.7469
1.618 0.7416
1.000 0.7384
0.618 0.7364
HIGH 0.7332
0.618 0.7311
0.500 0.7305
0.382 0.7299
LOW 0.7279
0.618 0.7247
1.000 0.7227
1.618 0.7194
2.618 0.7142
4.250 0.7056
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 0.7313 0.7315
PP 0.7309 0.7313
S1 0.7305 0.7311

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

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