CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 0.7363 0.7365 0.0002 0.0% 0.7312
High 0.7377 0.7417 0.0040 0.5% 0.7417
Low 0.7332 0.7363 0.0032 0.4% 0.7304
Close 0.7358 0.7416 0.0058 0.8% 0.7416
Range 0.0045 0.0054 0.0009 18.7% 0.0114
ATR 0.0047 0.0048 0.0001 1.9% 0.0000
Volume 495 825 330 66.7% 3,171
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7561 0.7542 0.7445
R3 0.7507 0.7488 0.7430
R2 0.7453 0.7453 0.7425
R1 0.7434 0.7434 0.7420 0.7443
PP 0.7399 0.7399 0.7399 0.7403
S1 0.7380 0.7380 0.7411 0.7389
S2 0.7345 0.7345 0.7406
S3 0.7291 0.7326 0.7401
S4 0.7237 0.7272 0.7386
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7719 0.7681 0.7478
R3 0.7606 0.7567 0.7447
R2 0.7492 0.7492 0.7436
R1 0.7454 0.7454 0.7426 0.7473
PP 0.7379 0.7379 0.7379 0.7388
S1 0.7340 0.7340 0.7405 0.7360
S2 0.7265 0.7265 0.7395
S3 0.7152 0.7227 0.7384
S4 0.7038 0.7113 0.7353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7417 0.7304 0.0114 1.5% 0.0049 0.7% 99% True False 634
10 0.7417 0.7279 0.0138 1.9% 0.0047 0.6% 99% True False 530
20 0.7474 0.7267 0.0207 2.8% 0.0049 0.7% 72% False False 456
40 0.7577 0.7267 0.0310 4.2% 0.0045 0.6% 48% False False 316
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7647
2.618 0.7558
1.618 0.7504
1.000 0.7471
0.618 0.7450
HIGH 0.7417
0.618 0.7396
0.500 0.7390
0.382 0.7384
LOW 0.7363
0.618 0.7330
1.000 0.7309
1.618 0.7276
2.618 0.7222
4.250 0.7134
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 0.7407 0.7402
PP 0.7399 0.7388
S1 0.7390 0.7374

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

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