CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 0.7430 0.7452 0.0022 0.3% 0.7418
High 0.7458 0.7461 0.0004 0.0% 0.7484
Low 0.7424 0.7419 -0.0006 -0.1% 0.7401
Close 0.7441 0.7441 -0.0001 0.0% 0.7441
Range 0.0033 0.0043 0.0009 26.9% 0.0083
ATR 0.0047 0.0047 0.0000 -0.7% 0.0000
Volume 370 764 394 106.5% 3,925
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 0.7568 0.7547 0.7464
R3 0.7525 0.7504 0.7452
R2 0.7483 0.7483 0.7448
R1 0.7462 0.7462 0.7444 0.7451
PP 0.7440 0.7440 0.7440 0.7435
S1 0.7419 0.7419 0.7437 0.7408
S2 0.7398 0.7398 0.7433
S3 0.7355 0.7377 0.7429
S4 0.7313 0.7334 0.7417
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7689 0.7648 0.7486
R3 0.7607 0.7565 0.7464
R2 0.7524 0.7524 0.7456
R1 0.7483 0.7483 0.7449 0.7504
PP 0.7442 0.7442 0.7442 0.7452
S1 0.7400 0.7400 0.7433 0.7421
S2 0.7359 0.7359 0.7426
S3 0.7277 0.7318 0.7418
S4 0.7194 0.7235 0.7396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7401 0.0083 1.1% 0.0049 0.7% 48% False False 832
10 0.7484 0.7332 0.0152 2.0% 0.0046 0.6% 72% False False 711
20 0.7484 0.7267 0.0217 2.9% 0.0048 0.6% 80% False False 572
40 0.7577 0.7267 0.0310 4.2% 0.0046 0.6% 56% False False 421
60 0.7577 0.7267 0.0310 4.2% 0.0044 0.6% 56% False False 317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7572
1.618 0.7530
1.000 0.7504
0.618 0.7487
HIGH 0.7461
0.618 0.7445
0.500 0.7440
0.382 0.7435
LOW 0.7419
0.618 0.7392
1.000 0.7376
1.618 0.7350
2.618 0.7307
4.250 0.7238
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 0.7440 0.7451
PP 0.7440 0.7448
S1 0.7440 0.7444

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

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