CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 0.7566 0.7554 -0.0012 -0.2% 0.7633
High 0.7590 0.7618 0.0027 0.4% 0.7658
Low 0.7517 0.7540 0.0023 0.3% 0.7517
Close 0.7539 0.7599 0.0060 0.8% 0.7539
Range 0.0073 0.0078 0.0005 6.8% 0.0141
ATR 0.0060 0.0061 0.0001 2.3% 0.0000
Volume 226 115 -111 -49.1% 1,146
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7819 0.7787 0.7641
R3 0.7741 0.7709 0.7620
R2 0.7663 0.7663 0.7613
R1 0.7631 0.7631 0.7606 0.7647
PP 0.7585 0.7585 0.7585 0.7593
S1 0.7553 0.7553 0.7591 0.7569
S2 0.7507 0.7507 0.7584
S3 0.7429 0.7475 0.7577
S4 0.7351 0.7397 0.7556
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 0.7623 0.7517 0.0106 1.4% 0.0055 0.7% 77% False False 245
10 0.7672 0.7517 0.0155 2.0% 0.0063 0.8% 53% False False 182
20 0.7699 0.7517 0.0182 2.4% 0.0061 0.8% 45% False False 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7949
2.618 0.7822
1.618 0.7744
1.000 0.7695
0.618 0.7666
HIGH 0.7618
0.618 0.7588
0.500 0.7579
0.382 0.7569
LOW 0.7540
0.618 0.7491
1.000 0.7462
1.618 0.7413
2.618 0.7335
4.250 0.7208
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 0.7592 0.7588
PP 0.7585 0.7578
S1 0.7579 0.7567

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

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