CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 0.7366 0.7363 -0.0002 0.0% 0.7340
High 0.7384 0.7377 -0.0007 -0.1% 0.7345
Low 0.7346 0.7332 -0.0014 -0.2% 0.7279
Close 0.7354 0.7358 0.0003 0.0% 0.7308
Range 0.0038 0.0045 0.0008 21.3% 0.0065
ATR 0.0047 0.0047 0.0000 -0.2% 0.0000
Volume 305 495 190 62.3% 2,136
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 0.7492 0.7470 0.7383
R3 0.7446 0.7425 0.7370
R2 0.7401 0.7401 0.7366
R1 0.7379 0.7379 0.7362 0.7367
PP 0.7355 0.7355 0.7355 0.7349
S1 0.7334 0.7334 0.7353 0.7322
S2 0.7310 0.7310 0.7349
S3 0.7264 0.7288 0.7345
S4 0.7219 0.7243 0.7332
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 0.7384 0.7293 0.0091 1.2% 0.0047 0.6% 71% False False 532
10 0.7384 0.7267 0.0117 1.6% 0.0050 0.7% 78% False False 485
20 0.7474 0.7267 0.0207 2.8% 0.0048 0.7% 44% False False 435
40 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 29% False False 296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7496
1.618 0.7451
1.000 0.7422
0.618 0.7405
HIGH 0.7377
0.618 0.7360
0.500 0.7354
0.382 0.7349
LOW 0.7332
0.618 0.7303
1.000 0.7286
1.618 0.7258
2.618 0.7212
4.250 0.7138
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 0.7356 0.7358
PP 0.7355 0.7358
S1 0.7354 0.7358

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

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