CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 0.8065 0.8083 0.0018 0.2% 0.8020
High 0.8108 0.8246 0.0138 1.7% 0.8105
Low 0.8049 0.8056 0.0008 0.1% 0.7899
Close 0.8081 0.8177 0.0096 1.2% 0.8073
Range 0.0060 0.0190 0.0130 218.5% 0.0207
ATR 0.0064 0.0073 0.0009 14.1% 0.0000
Volume 87,514 129,312 41,798 47.8% 409,106
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8728 0.8642 0.8281
R3 0.8539 0.8453 0.8229
R2 0.8349 0.8349 0.8212
R1 0.8263 0.8263 0.8194 0.8306
PP 0.8160 0.8160 0.8160 0.8181
S1 0.8074 0.8074 0.8160 0.8117
S2 0.7970 0.7970 0.8142
S3 0.7781 0.7884 0.8125
S4 0.7591 0.7695 0.8073
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8645 0.8565 0.8186
R3 0.8438 0.8359 0.8129
R2 0.8232 0.8232 0.8110
R1 0.8152 0.8152 0.8091 0.8192
PP 0.8025 0.8025 0.8025 0.8045
S1 0.7946 0.7946 0.8054 0.7986
S2 0.7819 0.7819 0.8035
S3 0.7612 0.7739 0.8016
S4 0.7406 0.7533 0.7959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8246 0.7899 0.0347 4.2% 0.0111 1.4% 80% True False 102,448
10 0.8246 0.7899 0.0347 4.2% 0.0079 1.0% 80% True False 78,042
20 0.8246 0.7829 0.0417 5.1% 0.0067 0.8% 84% True False 70,448
40 0.8246 0.7737 0.0508 6.2% 0.0065 0.8% 87% True False 75,205
60 0.8246 0.7504 0.0741 9.1% 0.0060 0.7% 91% True False 74,622
80 0.8246 0.7304 0.0942 11.5% 0.0057 0.7% 93% True False 57,174
100 0.8246 0.7267 0.0979 12.0% 0.0055 0.7% 93% True False 45,812
120 0.8246 0.7267 0.0979 12.0% 0.0052 0.6% 93% True False 38,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 0.9051
2.618 0.8742
1.618 0.8552
1.000 0.8435
0.618 0.8363
HIGH 0.8246
0.618 0.8173
0.500 0.8151
0.382 0.8128
LOW 0.8056
0.618 0.7939
1.000 0.7867
1.618 0.7749
2.618 0.7560
4.250 0.7251
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 0.8168 0.8160
PP 0.8160 0.8143
S1 0.8151 0.8126

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

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