CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 0.7619 0.7590 -0.0029 -0.4% 0.7598
High 0.7623 0.7606 -0.0017 -0.2% 0.7672
Low 0.7577 0.7566 -0.0011 -0.1% 0.7539
Close 0.7585 0.7602 0.0018 0.2% 0.7633
Range 0.0046 0.0040 -0.0006 -14.0% 0.0132
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 94 682 588 625.5% 646
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7711 0.7697 0.7624
R3 0.7671 0.7657 0.7613
R2 0.7631 0.7631 0.7609
R1 0.7617 0.7617 0.7606 0.7624
PP 0.7591 0.7591 0.7591 0.7595
S1 0.7577 0.7577 0.7598 0.7584
S2 0.7551 0.7551 0.7595
S3 0.7511 0.7537 0.7591
S4 0.7471 0.7497 0.7580
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8012 0.7955 0.7706
R3 0.7879 0.7822 0.7669
R2 0.7747 0.7747 0.7657
R1 0.7690 0.7690 0.7645 0.7718
PP 0.7615 0.7615 0.7615 0.7629
S1 0.7558 0.7558 0.7621 0.7586
S2 0.7482 0.7482 0.7609
S3 0.7350 0.7425 0.7597
S4 0.7217 0.7293 0.7560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7566 0.0106 1.4% 0.0053 0.7% 34% False True 199
10 0.7699 0.7539 0.0160 2.1% 0.0063 0.8% 39% False False 160
20 0.7787 0.7539 0.0247 3.3% 0.0060 0.8% 25% False False 162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7711
1.618 0.7671
1.000 0.7646
0.618 0.7631
HIGH 0.7606
0.618 0.7591
0.500 0.7586
0.382 0.7581
LOW 0.7566
0.618 0.7541
1.000 0.7526
1.618 0.7501
2.618 0.7461
4.250 0.7396
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 0.7597 0.7612
PP 0.7591 0.7609
S1 0.7586 0.7605

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

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