CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 0.7530 0.7592 0.0062 0.8% 0.7554
High 0.7591 0.7640 0.0049 0.6% 0.7640
Low 0.7523 0.7573 0.0050 0.7% 0.7523
Close 0.7589 0.7627 0.0038 0.5% 0.7627
Range 0.0068 0.0067 -0.0001 -1.5% 0.0117
ATR 0.0060 0.0061 0.0000 0.8% 0.0000
Volume 82 440 358 436.6% 925
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7814 0.7787 0.7663
R3 0.7747 0.7720 0.7645
R2 0.7680 0.7680 0.7639
R1 0.7653 0.7653 0.7633 0.7667
PP 0.7613 0.7613 0.7613 0.7620
S1 0.7586 0.7586 0.7620 0.7600
S2 0.7546 0.7546 0.7614
S3 0.7479 0.7519 0.7608
S4 0.7412 0.7452 0.7590
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7948 0.7904 0.7691
R3 0.7831 0.7787 0.7659
R2 0.7714 0.7714 0.7648
R1 0.7670 0.7670 0.7637 0.7692
PP 0.7597 0.7597 0.7597 0.7607
S1 0.7553 0.7553 0.7616 0.7575
S2 0.7479 0.7479 0.7605
S3 0.7362 0.7436 0.7594
S4 0.7245 0.7319 0.7562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7640 0.7523 0.0117 1.5% 0.0063 0.8% 88% True False 185
10 0.7658 0.7517 0.0141 1.8% 0.0055 0.7% 78% False False 207
20 0.7699 0.7517 0.0182 2.4% 0.0061 0.8% 60% False False 165
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7925
2.618 0.7815
1.618 0.7748
1.000 0.7707
0.618 0.7681
HIGH 0.7640
0.618 0.7614
0.500 0.7607
0.382 0.7599
LOW 0.7573
0.618 0.7532
1.000 0.7506
1.618 0.7465
2.618 0.7398
4.250 0.7288
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 0.7620 0.7612
PP 0.7613 0.7597
S1 0.7607 0.7582

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

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