CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 0.7651 0.7613 -0.0038 -0.5% 0.7598
High 0.7672 0.7650 -0.0022 -0.3% 0.7672
Low 0.7595 0.7588 -0.0008 -0.1% 0.7539
Close 0.7616 0.7633 0.0017 0.2% 0.7633
Range 0.0077 0.0063 -0.0014 -18.3% 0.0132
ATR 0.0064 0.0064 0.0000 -0.1% 0.0000
Volume 135 55 -80 -59.3% 646
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7811 0.7785 0.7667
R3 0.7749 0.7722 0.7650
R2 0.7686 0.7686 0.7644
R1 0.7660 0.7660 0.7639 0.7673
PP 0.7624 0.7624 0.7624 0.7630
S1 0.7597 0.7597 0.7627 0.7610
S2 0.7561 0.7561 0.7622
S3 0.7499 0.7535 0.7616
S4 0.7436 0.7472 0.7599
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8012 0.7955 0.7706
R3 0.7879 0.7822 0.7669
R2 0.7747 0.7747 0.7657
R1 0.7690 0.7690 0.7645 0.7718
PP 0.7615 0.7615 0.7615 0.7629
S1 0.7558 0.7558 0.7621 0.7586
S2 0.7482 0.7482 0.7609
S3 0.7350 0.7425 0.7597
S4 0.7217 0.7293 0.7560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7539 0.0132 1.7% 0.0074 1.0% 71% False False 129
10 0.7699 0.7539 0.0160 2.1% 0.0067 0.9% 59% False False 123
20 0.7803 0.7539 0.0263 3.5% 0.0064 0.8% 36% False False 144
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7916
2.618 0.7814
1.618 0.7751
1.000 0.7713
0.618 0.7689
HIGH 0.7650
0.618 0.7626
0.500 0.7619
0.382 0.7611
LOW 0.7588
0.618 0.7549
1.000 0.7525
1.618 0.7486
2.618 0.7424
4.250 0.7322
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 0.7628 0.7625
PP 0.7624 0.7617
S1 0.7619 0.7609

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

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