CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 0.7613 0.7574 -0.0039 -0.5% 0.7670
High 0.7616 0.7613 -0.0003 0.0% 0.7682
Low 0.7559 0.7572 0.0013 0.2% 0.7559
Close 0.7577 0.7584 0.0008 0.1% 0.7577
Range 0.0057 0.0041 -0.0016 -28.1% 0.0124
ATR 0.0054 0.0053 -0.0001 -1.7% 0.0000
Volume 194 43 -151 -77.8% 963
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7712 0.7689 0.7607
R3 0.7671 0.7648 0.7595
R2 0.7630 0.7630 0.7592
R1 0.7607 0.7607 0.7588 0.7619
PP 0.7589 0.7589 0.7589 0.7595
S1 0.7566 0.7566 0.7580 0.7578
S2 0.7548 0.7548 0.7576
S3 0.7507 0.7525 0.7573
S4 0.7466 0.7484 0.7561
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7900 0.7644
R3 0.7853 0.7776 0.7610
R2 0.7729 0.7729 0.7599
R1 0.7653 0.7653 0.7588 0.7629
PP 0.7606 0.7606 0.7606 0.7594
S1 0.7529 0.7529 0.7565 0.7506
S2 0.7482 0.7482 0.7554
S3 0.7359 0.7406 0.7543
S4 0.7235 0.7282 0.7509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7682 0.7559 0.0124 1.6% 0.0054 0.7% 21% False False 134
10 0.7803 0.7559 0.0244 3.2% 0.0059 0.8% 10% False False 164
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7787
2.618 0.7720
1.618 0.7679
1.000 0.7653
0.618 0.7638
HIGH 0.7613
0.618 0.7597
0.500 0.7592
0.382 0.7587
LOW 0.7572
0.618 0.7546
1.000 0.7531
1.618 0.7505
2.618 0.7464
4.250 0.7397
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 0.7592 0.7590
PP 0.7589 0.7588
S1 0.7587 0.7586

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

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