CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 0.7611 0.7636 0.0025 0.3% 0.7554
High 0.7629 0.7700 0.0071 0.9% 0.7640
Low 0.7598 0.7619 0.0021 0.3% 0.7523
Close 0.7624 0.7633 0.0010 0.1% 0.7627
Range 0.0031 0.0081 0.0050 161.3% 0.0117
ATR 0.0059 0.0060 0.0002 2.7% 0.0000
Volume 146 173 27 18.5% 925
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7894 0.7844 0.7678
R3 0.7813 0.7763 0.7655
R2 0.7732 0.7732 0.7648
R1 0.7682 0.7682 0.7640 0.7667
PP 0.7651 0.7651 0.7651 0.7643
S1 0.7601 0.7601 0.7626 0.7586
S2 0.7570 0.7570 0.7618
S3 0.7489 0.7520 0.7611
S4 0.7408 0.7439 0.7588
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 0.7700 0.7523 0.0177 2.3% 0.0058 0.8% 62% True False 181
10 0.7700 0.7517 0.0183 2.4% 0.0058 0.8% 63% True False 226
20 0.7700 0.7517 0.0183 2.4% 0.0063 0.8% 63% True False 163
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 0.0013
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8044
2.618 0.7912
1.618 0.7831
1.000 0.7781
0.618 0.7750
HIGH 0.7700
0.618 0.7669
0.500 0.7660
0.382 0.7650
LOW 0.7619
0.618 0.7569
1.000 0.7538
1.618 0.7488
2.618 0.7407
4.250 0.7275
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 0.7660 0.7637
PP 0.7651 0.7635
S1 0.7642 0.7634

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

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