CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 0.7563 0.7502 -0.0061 -0.8% 0.7611
High 0.7569 0.7535 -0.0034 -0.4% 0.7700
Low 0.7497 0.7474 -0.0024 -0.3% 0.7497
Close 0.7506 0.7485 -0.0021 -0.3% 0.7506
Range 0.0071 0.0061 -0.0010 -14.7% 0.0203
ATR 0.0062 0.0062 0.0000 -0.2% 0.0000
Volume 561 803 242 43.1% 1,120
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7681 0.7644 0.7519
R3 0.7620 0.7583 0.7502
R2 0.7559 0.7559 0.7496
R1 0.7522 0.7522 0.7491 0.7510
PP 0.7498 0.7498 0.7498 0.7492
S1 0.7461 0.7461 0.7479 0.7449
S2 0.7437 0.7437 0.7474
S3 0.7376 0.7400 0.7468
S4 0.7315 0.7339 0.7451
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8176 0.8044 0.7617
R3 0.7973 0.7841 0.7561
R2 0.7770 0.7770 0.7543
R1 0.7638 0.7638 0.7524 0.7603
PP 0.7568 0.7568 0.7568 0.7550
S1 0.7435 0.7435 0.7487 0.7400
S2 0.7365 0.7365 0.7468
S3 0.7162 0.7232 0.7450
S4 0.6959 0.7029 0.7394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7700 0.7474 0.0227 3.0% 0.0070 0.9% 5% False True 355
10 0.7700 0.7474 0.0227 3.0% 0.0062 0.8% 5% False True 273
20 0.7700 0.7474 0.0227 3.0% 0.0062 0.8% 5% False True 227
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7794
2.618 0.7694
1.618 0.7633
1.000 0.7596
0.618 0.7572
HIGH 0.7535
0.618 0.7511
0.500 0.7504
0.382 0.7497
LOW 0.7474
0.618 0.7436
1.000 0.7413
1.618 0.7375
2.618 0.7314
4.250 0.7214
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 0.7504 0.7551
PP 0.7498 0.7529
S1 0.7491 0.7507

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

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