CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 0.7594 0.7567 -0.0027 -0.3% 0.7633
High 0.7602 0.7577 -0.0025 -0.3% 0.7658
Low 0.7543 0.7535 -0.0008 -0.1% 0.7517
Close 0.7559 0.7554 -0.0004 -0.1% 0.7539
Range 0.0059 0.0042 -0.0017 -28.8% 0.0141
ATR 0.0061 0.0060 -0.0001 -2.2% 0.0000
Volume 222 66 -156 -70.3% 1,146
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7681 0.7660 0.7577
R3 0.7639 0.7618 0.7566
R2 0.7597 0.7597 0.7562
R1 0.7576 0.7576 0.7558 0.7566
PP 0.7555 0.7555 0.7555 0.7550
S1 0.7534 0.7534 0.7550 0.7524
S2 0.7513 0.7513 0.7546
S3 0.7471 0.7492 0.7542
S4 0.7429 0.7450 0.7531
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% 37% False False 148
10 0.7672 0.7517 0.0155 2.0% 0.0056 0.7% 24% False False 173
20 0.7699 0.7517 0.0182 2.4% 0.0060 0.8% 20% False False 157
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7756
2.618 0.7687
1.618 0.7645
1.000 0.7619
0.618 0.7603
HIGH 0.7577
0.618 0.7561
0.500 0.7556
0.382 0.7551
LOW 0.7535
0.618 0.7509
1.000 0.7493
1.618 0.7467
2.618 0.7425
4.250 0.7357
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 0.7556 0.7576
PP 0.7555 0.7569
S1 0.7555 0.7561

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

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