CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 0.7312 0.7356 0.0045 0.6% 0.7340
High 0.7369 0.7382 0.0013 0.2% 0.7345
Low 0.7304 0.7337 0.0034 0.5% 0.7279
Close 0.7344 0.7379 0.0035 0.5% 0.7308
Range 0.0065 0.0045 -0.0020 -31.5% 0.0065
ATR 0.0048 0.0048 0.0000 -0.5% 0.0000
Volume 742 804 62 8.4% 2,136
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 0.7499 0.7484 0.7403
R3 0.7455 0.7439 0.7391
R2 0.7410 0.7410 0.7387
R1 0.7395 0.7395 0.7383 0.7403
PP 0.7366 0.7366 0.7366 0.7370
S1 0.7350 0.7350 0.7375 0.7358
S2 0.7321 0.7321 0.7371
S3 0.7277 0.7306 0.7367
S4 0.7232 0.7261 0.7355
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7507 0.7473 0.7344
R3 0.7441 0.7407 0.7326
R2 0.7376 0.7376 0.7320
R1 0.7342 0.7342 0.7314 0.7326
PP 0.7310 0.7310 0.7310 0.7303
S1 0.7276 0.7276 0.7301 0.7261
S2 0.7245 0.7245 0.7295
S3 0.7179 0.7211 0.7289
S4 0.7114 0.7145 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7382 0.7279 0.0103 1.4% 0.0049 0.7% 98% True False 590
10 0.7382 0.7267 0.0115 1.6% 0.0049 0.7% 98% True False 467
20 0.7492 0.7267 0.0225 3.1% 0.0049 0.7% 50% False False 430
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 36% False False 279
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7571
2.618 0.7498
1.618 0.7454
1.000 0.7426
0.618 0.7409
HIGH 0.7382
0.618 0.7365
0.500 0.7359
0.382 0.7354
LOW 0.7337
0.618 0.7309
1.000 0.7292
1.618 0.7265
2.618 0.7220
4.250 0.7148
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 0.7372 0.7365
PP 0.7366 0.7351
S1 0.7359 0.7337

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

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