CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 0.7574 0.7580 0.0006 0.1% 0.7670
High 0.7613 0.7593 -0.0020 -0.3% 0.7682
Low 0.7572 0.7563 -0.0009 -0.1% 0.7559
Close 0.7584 0.7577 -0.0008 -0.1% 0.7577
Range 0.0041 0.0030 -0.0011 -26.8% 0.0124
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 43 307 264 614.0% 963
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7667 0.7652 0.7593
R3 0.7637 0.7622 0.7585
R2 0.7607 0.7607 0.7582
R1 0.7592 0.7592 0.7579 0.7585
PP 0.7577 0.7577 0.7577 0.7574
S1 0.7562 0.7562 0.7574 0.7555
S2 0.7547 0.7547 0.7571
S3 0.7517 0.7532 0.7568
S4 0.7487 0.7502 0.7560
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 0.7621 0.7559 0.0063 0.8% 0.0044 0.6% 29% False False 157
10 0.7803 0.7559 0.0244 3.2% 0.0052 0.7% 7% False False 175
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 0.0009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7671
1.618 0.7641
1.000 0.7623
0.618 0.7611
HIGH 0.7593
0.618 0.7581
0.500 0.7578
0.382 0.7574
LOW 0.7563
0.618 0.7544
1.000 0.7533
1.618 0.7514
2.618 0.7484
4.250 0.7435
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 0.7578 0.7587
PP 0.7577 0.7584
S1 0.7577 0.7580

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

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