CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 0.7613 0.7633 0.0020 0.3% 0.7598
High 0.7650 0.7658 0.0008 0.1% 0.7672
Low 0.7588 0.7618 0.0030 0.4% 0.7539
Close 0.7633 0.7635 0.0002 0.0% 0.7633
Range 0.0063 0.0041 -0.0022 -35.2% 0.0132
ATR 0.0064 0.0062 -0.0002 -2.6% 0.0000
Volume 55 33 -22 -40.0% 646
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7758 0.7737 0.7657
R3 0.7718 0.7697 0.7646
R2 0.7677 0.7677 0.7642
R1 0.7656 0.7656 0.7639 0.7667
PP 0.7637 0.7637 0.7637 0.7642
S1 0.7616 0.7616 0.7631 0.7626
S2 0.7596 0.7596 0.7628
S3 0.7556 0.7575 0.7624
S4 0.7515 0.7535 0.7613
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% 0.0071 0.9% 72% False False 118
10 0.7699 0.7539 0.0160 2.1% 0.0067 0.9% 60% False False 122
20 0.7803 0.7539 0.0263 3.5% 0.0063 0.8% 36% False False 143
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 0.0021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7764
1.618 0.7724
1.000 0.7699
0.618 0.7683
HIGH 0.7658
0.618 0.7643
0.500 0.7638
0.382 0.7633
LOW 0.7618
0.618 0.7592
1.000 0.7577
1.618 0.7552
2.618 0.7511
4.250 0.7445
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 0.7638 0.7633
PP 0.7637 0.7631
S1 0.7636 0.7630

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

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