CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 0.7598 0.7570 -0.0028 -0.4% 0.7574
High 0.7620 0.7604 -0.0016 -0.2% 0.7699
Low 0.7561 0.7539 -0.0022 -0.3% 0.7550
Close 0.7567 0.7576 0.0009 0.1% 0.7602
Range 0.0059 0.0065 0.0006 10.2% 0.0149
ATR 0.0059 0.0059 0.0000 0.8% 0.0000
Volume 85 123 38 44.7% 588
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7768 0.7737 0.7611
R3 0.7703 0.7672 0.7593
R2 0.7638 0.7638 0.7587
R1 0.7607 0.7607 0.7581 0.7622
PP 0.7573 0.7573 0.7573 0.7581
S1 0.7542 0.7542 0.7570 0.7557
S2 0.7508 0.7508 0.7564
S3 0.7443 0.7477 0.7558
S4 0.7378 0.7412 0.7540
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 0.7539 0.0160 2.1% 0.0070 0.9% 23% False True 89
10 0.7699 0.7539 0.0160 2.1% 0.0057 0.7% 23% False True 123
20 0.7803 0.7539 0.0263 3.5% 0.0057 0.8% 14% False True 128
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7774
1.618 0.7709
1.000 0.7669
0.618 0.7644
HIGH 0.7604
0.618 0.7579
0.500 0.7572
0.382 0.7564
LOW 0.7539
0.618 0.7499
1.000 0.7474
1.618 0.7434
2.618 0.7369
4.250 0.7263
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 0.7574 0.7610
PP 0.7573 0.7599
S1 0.7572 0.7587

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

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