CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 0.7650 0.7674 0.0024 0.3% 0.7574
High 0.7699 0.7682 -0.0018 -0.2% 0.7699
Low 0.7650 0.7596 -0.0054 -0.7% 0.7550
Close 0.7664 0.7602 -0.0062 -0.8% 0.7602
Range 0.0049 0.0086 0.0036 74.5% 0.0149
ATR 0.0057 0.0059 0.0002 3.7% 0.0000
Volume 65 85 20 30.8% 588
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7883 0.7828 0.7649
R3 0.7798 0.7743 0.7626
R2 0.7712 0.7712 0.7618
R1 0.7657 0.7657 0.7610 0.7642
PP 0.7627 0.7627 0.7627 0.7619
S1 0.7572 0.7572 0.7594 0.7556
S2 0.7541 0.7541 0.7586
S3 0.7456 0.7486 0.7578
S4 0.7370 0.7401 0.7555
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8064 0.7982 0.7684
R3 0.7915 0.7833 0.7643
R2 0.7766 0.7766 0.7629
R1 0.7684 0.7684 0.7616 0.7725
PP 0.7617 0.7617 0.7617 0.7638
S1 0.7535 0.7535 0.7588 0.7576
S2 0.7468 0.7468 0.7575
S3 0.7319 0.7386 0.7561
S4 0.7170 0.7237 0.7520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7699 0.7550 0.0149 2.0% 0.0059 0.8% 35% False False 117
10 0.7699 0.7550 0.0149 2.0% 0.0058 0.8% 35% False False 155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7905
1.618 0.7820
1.000 0.7767
0.618 0.7734
HIGH 0.7682
0.618 0.7649
0.500 0.7639
0.382 0.7629
LOW 0.7596
0.618 0.7543
1.000 0.7511
1.618 0.7458
2.618 0.7372
4.250 0.7233
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 0.7639 0.7625
PP 0.7627 0.7617
S1 0.7614 0.7610

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

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