CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 0.7591 0.7566 -0.0025 -0.3% 0.7633
High 0.7596 0.7590 -0.0006 -0.1% 0.7658
Low 0.7557 0.7517 -0.0040 -0.5% 0.7517
Close 0.7567 0.7539 -0.0028 -0.4% 0.7539
Range 0.0039 0.0073 0.0034 87.2% 0.0141
ATR 0.0059 0.0060 0.0001 1.7% 0.0000
Volume 111 226 115 103.6% 1,146
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7768 0.7726 0.7579
R3 0.7695 0.7653 0.7559
R2 0.7622 0.7622 0.7552
R1 0.7580 0.7580 0.7545 0.7564
PP 0.7549 0.7549 0.7549 0.7541
S1 0.7507 0.7507 0.7532 0.7491
S2 0.7475 0.7475 0.7525
S3 0.7402 0.7434 0.7518
S4 0.7329 0.7361 0.7498
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7994 0.7907 0.7616
R3 0.7853 0.7766 0.7577
R2 0.7712 0.7712 0.7564
R1 0.7625 0.7625 0.7551 0.7598
PP 0.7571 0.7571 0.7571 0.7558
S1 0.7484 0.7484 0.7526 0.7457
S2 0.7430 0.7430 0.7513
S3 0.7289 0.7343 0.7500
S4 0.7148 0.7202 0.7461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7658 0.7517 0.0141 1.9% 0.0048 0.6% 15% False True 229
10 0.7672 0.7517 0.0155 2.0% 0.0061 0.8% 14% False True 179
20 0.7699 0.7517 0.0182 2.4% 0.0059 0.8% 12% False True 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7900
2.618 0.7781
1.618 0.7708
1.000 0.7663
0.618 0.7635
HIGH 0.7590
0.618 0.7562
0.500 0.7554
0.382 0.7545
LOW 0.7517
0.618 0.7472
1.000 0.7444
1.618 0.7399
2.618 0.7326
4.250 0.7207
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 0.7554 0.7562
PP 0.7549 0.7554
S1 0.7544 0.7546

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

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