CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 0.7633 0.7619 -0.0014 -0.2% 0.7598
High 0.7658 0.7623 -0.0035 -0.5% 0.7672
Low 0.7618 0.7577 -0.0041 -0.5% 0.7539
Close 0.7635 0.7585 -0.0051 -0.7% 0.7633
Range 0.0041 0.0046 0.0006 14.8% 0.0132
ATR 0.0062 0.0062 0.0000 -0.4% 0.0000
Volume 33 94 61 184.8% 646
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7734 0.7706 0.7610
R3 0.7688 0.7659 0.7597
R2 0.7641 0.7641 0.7593
R1 0.7613 0.7613 0.7589 0.7604
PP 0.7595 0.7595 0.7595 0.7590
S1 0.7566 0.7566 0.7580 0.7557
S2 0.7548 0.7548 0.7576
S3 0.7502 0.7520 0.7572
S4 0.7455 0.7473 0.7559
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 0.7547 0.0125 1.6% 0.0067 0.9% 30% False False 113
10 0.7699 0.7539 0.0160 2.1% 0.0068 0.9% 28% False False 101
20 0.7803 0.7539 0.0263 3.5% 0.0060 0.8% 17% False False 138
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7745
1.618 0.7698
1.000 0.7669
0.618 0.7652
HIGH 0.7623
0.618 0.7605
0.500 0.7600
0.382 0.7594
LOW 0.7577
0.618 0.7548
1.000 0.7530
1.618 0.7501
2.618 0.7455
4.250 0.7379
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 0.7600 0.7617
PP 0.7595 0.7606
S1 0.7590 0.7595

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

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