CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 0.7532 0.7462 -0.0070 -0.9% 0.7465
High 0.7547 0.7478 -0.0069 -0.9% 0.7498
Low 0.7400 0.7411 0.0011 0.1% 0.7436
Close 0.7466 0.7433 -0.0033 -0.4% 0.7466
Range 0.0147 0.0067 -0.0080 -54.6% 0.0063
ATR 0.0056 0.0057 0.0001 1.3% 0.0000
Volume 1,987 677 -1,310 -65.9% 1,523
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7640 0.7603 0.7470
R3 0.7574 0.7537 0.7451
R2 0.7507 0.7507 0.7445
R1 0.7470 0.7470 0.7439 0.7455
PP 0.7441 0.7441 0.7441 0.7433
S1 0.7404 0.7404 0.7427 0.7389
S2 0.7374 0.7374 0.7421
S3 0.7308 0.7337 0.7415
S4 0.7241 0.7271 0.7396
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7654 0.7623 0.7500
R3 0.7592 0.7560 0.7483
R2 0.7529 0.7529 0.7477
R1 0.7498 0.7498 0.7472 0.7513
PP 0.7467 0.7467 0.7467 0.7474
S1 0.7435 0.7435 0.7460 0.7451
S2 0.7404 0.7404 0.7455
S3 0.7342 0.7373 0.7449
S4 0.7279 0.7310 0.7432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7547 0.7400 0.0147 2.0% 0.0071 1.0% 23% False False 840
10 0.7547 0.7400 0.0147 2.0% 0.0052 0.7% 23% False False 525
20 0.7700 0.7400 0.0300 4.0% 0.0054 0.7% 11% False False 439
40 0.7700 0.7400 0.0300 4.0% 0.0057 0.8% 11% False False 296
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7760
2.618 0.7652
1.618 0.7585
1.000 0.7544
0.618 0.7519
HIGH 0.7478
0.618 0.7452
0.500 0.7444
0.382 0.7436
LOW 0.7411
0.618 0.7370
1.000 0.7345
1.618 0.7303
2.618 0.7237
4.250 0.7128
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 0.7444 0.7473
PP 0.7441 0.7460
S1 0.7437 0.7446

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

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