CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 0.7420 0.7416 -0.0004 -0.1% 0.7312
High 0.7447 0.7475 0.0028 0.4% 0.7417
Low 0.7409 0.7401 -0.0008 -0.1% 0.7304
Close 0.7412 0.7459 0.0047 0.6% 0.7416
Range 0.0039 0.0074 0.0036 92.2% 0.0114
ATR 0.0046 0.0048 0.0002 4.4% 0.0000
Volume 539 1,199 660 122.4% 3,171
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 0.7667 0.7637 0.7500
R3 0.7593 0.7563 0.7479
R2 0.7519 0.7519 0.7473
R1 0.7489 0.7489 0.7466 0.7504
PP 0.7445 0.7445 0.7445 0.7453
S1 0.7415 0.7415 0.7452 0.7430
S2 0.7371 0.7371 0.7445
S3 0.7297 0.7341 0.7439
S4 0.7223 0.7267 0.7418
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 0.7475 0.7332 0.0144 1.9% 0.0048 0.6% 89% True False 716
10 0.7475 0.7279 0.0196 2.6% 0.0048 0.6% 92% True False 640
20 0.7475 0.7267 0.0209 2.8% 0.0048 0.6% 92% True False 524
40 0.7577 0.7267 0.0310 4.2% 0.0046 0.6% 62% False False 366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7669
1.618 0.7595
1.000 0.7549
0.618 0.7521
HIGH 0.7475
0.618 0.7447
0.500 0.7438
0.382 0.7429
LOW 0.7401
0.618 0.7355
1.000 0.7327
1.618 0.7281
2.618 0.7207
4.250 0.7086
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 0.7452 0.7452
PP 0.7445 0.7445
S1 0.7438 0.7438

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

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