CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 0.7554 0.7594 0.0040 0.5% 0.7633
High 0.7618 0.7602 -0.0016 -0.2% 0.7658
Low 0.7540 0.7543 0.0003 0.0% 0.7517
Close 0.7599 0.7559 -0.0040 -0.5% 0.7539
Range 0.0078 0.0059 -0.0019 -24.4% 0.0141
ATR 0.0061 0.0061 0.0000 -0.3% 0.0000
Volume 115 222 107 93.0% 1,146
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7745 0.7711 0.7591
R3 0.7686 0.7652 0.7575
R2 0.7627 0.7627 0.7569
R1 0.7593 0.7593 0.7564 0.7580
PP 0.7568 0.7568 0.7568 0.7562
S1 0.7534 0.7534 0.7553 0.7521
S2 0.7509 0.7509 0.7548
S3 0.7450 0.7475 0.7542
S4 0.7391 0.7416 0.7526
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 0.7618 0.7517 0.0101 1.3% 0.0058 0.8% 41% False False 271
10 0.7672 0.7517 0.0155 2.0% 0.0062 0.8% 27% False False 192
20 0.7699 0.7517 0.0182 2.4% 0.0059 0.8% 23% False False 157
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7853
2.618 0.7756
1.618 0.7697
1.000 0.7661
0.618 0.7638
HIGH 0.7602
0.618 0.7579
0.500 0.7573
0.382 0.7566
LOW 0.7543
0.618 0.7507
1.000 0.7484
1.618 0.7448
2.618 0.7389
4.250 0.7292
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 0.7573 0.7567
PP 0.7568 0.7564
S1 0.7563 0.7561

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

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