CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 0.7580 0.7651 0.0071 0.9% 0.7574
High 0.7655 0.7672 0.0017 0.2% 0.7699
Low 0.7547 0.7595 0.0048 0.6% 0.7550
Close 0.7649 0.7616 -0.0033 -0.4% 0.7602
Range 0.0108 0.0077 -0.0032 -29.5% 0.0149
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 248 135 -113 -45.6% 588
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7857 0.7813 0.7658
R3 0.7781 0.7737 0.7637
R2 0.7704 0.7704 0.7630
R1 0.7660 0.7660 0.7623 0.7644
PP 0.7628 0.7628 0.7628 0.7619
S1 0.7584 0.7584 0.7609 0.7567
S2 0.7551 0.7551 0.7602
S3 0.7475 0.7507 0.7595
S4 0.7398 0.7431 0.7574
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 0.7682 0.7539 0.0142 1.9% 0.0079 1.0% 54% False False 135
10 0.7699 0.7539 0.0160 2.1% 0.0066 0.9% 48% False False 137
20 0.7803 0.7539 0.0263 3.5% 0.0062 0.8% 29% False False 142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7872
1.618 0.7795
1.000 0.7748
0.618 0.7719
HIGH 0.7672
0.618 0.7642
0.500 0.7633
0.382 0.7624
LOW 0.7595
0.618 0.7548
1.000 0.7519
1.618 0.7471
2.618 0.7395
4.250 0.7270
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 0.7633 0.7612
PP 0.7628 0.7609
S1 0.7622 0.7605

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

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