CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 0.7592 0.7611 0.0019 0.3% 0.7554
High 0.7640 0.7629 -0.0011 -0.1% 0.7640
Low 0.7573 0.7598 0.0025 0.3% 0.7523
Close 0.7627 0.7624 -0.0003 0.0% 0.7627
Range 0.0067 0.0031 -0.0036 -53.7% 0.0117
ATR 0.0061 0.0059 -0.0002 -3.5% 0.0000
Volume 440 146 -294 -66.8% 925
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7710 0.7698 0.7641
R3 0.7679 0.7667 0.7632
R2 0.7648 0.7648 0.7629
R1 0.7636 0.7636 0.7626 0.7642
PP 0.7617 0.7617 0.7617 0.7620
S1 0.7605 0.7605 0.7621 0.7611
S2 0.7586 0.7586 0.7618
S3 0.7555 0.7574 0.7615
S4 0.7524 0.7543 0.7606
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% 0.0053 0.7% 86% False False 191
10 0.7640 0.7517 0.0123 1.6% 0.0054 0.7% 87% False False 218
20 0.7699 0.7517 0.0182 2.4% 0.0061 0.8% 59% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7710
1.618 0.7679
1.000 0.7660
0.618 0.7648
HIGH 0.7629
0.618 0.7617
0.500 0.7614
0.382 0.7610
LOW 0.7598
0.618 0.7579
1.000 0.7567
1.618 0.7548
2.618 0.7517
4.250 0.7466
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 0.7620 0.7610
PP 0.7617 0.7596
S1 0.7614 0.7582

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

View Archives - Comment on this page... - Back to Index of Symbols