CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 0.7567 0.7530 -0.0037 -0.5% 0.7633
High 0.7577 0.7591 0.0014 0.2% 0.7658
Low 0.7535 0.7523 -0.0012 -0.2% 0.7517
Close 0.7554 0.7589 0.0035 0.5% 0.7539
Range 0.0042 0.0068 0.0026 61.9% 0.0141
ATR 0.0060 0.0060 0.0001 1.0% 0.0000
Volume 66 82 16 24.2% 1,146
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7772 0.7748 0.7626
R3 0.7704 0.7680 0.7608
R2 0.7636 0.7636 0.7601
R1 0.7612 0.7612 0.7595 0.7624
PP 0.7568 0.7568 0.7568 0.7574
S1 0.7544 0.7544 0.7583 0.7556
S2 0.7500 0.7500 0.7577
S3 0.7432 0.7476 0.7570
S4 0.7364 0.7408 0.7552
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7994 0.7907 0.7616
R3 0.7853 0.7766 0.7577
R2 0.7712 0.7712 0.7564
R1 0.7625 0.7625 0.7551 0.7598
PP 0.7571 0.7571 0.7571 0.7558
S1 0.7484 0.7484 0.7526 0.7457
S2 0.7430 0.7430 0.7513
S3 0.7289 0.7343 0.7500
S4 0.7148 0.7202 0.7461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7618 0.7517 0.0101 1.3% 0.0064 0.8% 72% False False 142
10 0.7658 0.7517 0.0141 1.9% 0.0055 0.7% 51% False False 168
20 0.7699 0.7517 0.0182 2.4% 0.0061 0.8% 40% False False 152
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7769
1.618 0.7701
1.000 0.7659
0.618 0.7633
HIGH 0.7591
0.618 0.7565
0.500 0.7557
0.382 0.7549
LOW 0.7523
0.618 0.7481
1.000 0.7455
1.618 0.7413
2.618 0.7345
4.250 0.7234
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 0.7578 0.7580
PP 0.7568 0.7571
S1 0.7557 0.7563

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

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