CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 0.7649 0.7613 -0.0036 -0.5% 0.7554
High 0.7695 0.7629 -0.0067 -0.9% 0.7640
Low 0.7618 0.7567 -0.0052 -0.7% 0.7523
Close 0.7625 0.7571 -0.0054 -0.7% 0.7627
Range 0.0077 0.0062 -0.0015 -19.5% 0.0117
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 120 120 0 0.0% 925
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7775 0.7735 0.7605
R3 0.7713 0.7673 0.7588
R2 0.7651 0.7651 0.7582
R1 0.7611 0.7611 0.7576 0.7600
PP 0.7589 0.7589 0.7589 0.7583
S1 0.7549 0.7549 0.7565 0.7538
S2 0.7527 0.7527 0.7559
S3 0.7465 0.7487 0.7553
S4 0.7403 0.7425 0.7536
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 0.7567 0.0134 1.8% 0.0064 0.8% 3% False True 199
10 0.7700 0.7517 0.0183 2.4% 0.0064 0.8% 29% False False 171
20 0.7700 0.7517 0.0183 2.4% 0.0063 0.8% 29% False False 168
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7892
2.618 0.7791
1.618 0.7729
1.000 0.7691
0.618 0.7667
HIGH 0.7629
0.618 0.7605
0.500 0.7598
0.382 0.7590
LOW 0.7567
0.618 0.7528
1.000 0.7505
1.618 0.7466
2.618 0.7404
4.250 0.7303
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 0.7598 0.7633
PP 0.7589 0.7612
S1 0.7580 0.7591

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

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