CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 0.7502 0.7506 0.0004 0.1% 0.7611
High 0.7535 0.7525 -0.0010 -0.1% 0.7700
Low 0.7474 0.7489 0.0015 0.2% 0.7497
Close 0.7485 0.7501 0.0016 0.2% 0.7506
Range 0.0061 0.0036 -0.0025 -41.0% 0.0203
ATR 0.0062 0.0061 -0.0002 -2.6% 0.0000
Volume 803 426 -377 -46.9% 1,120
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7613 0.7593 0.7520
R3 0.7577 0.7557 0.7510
R2 0.7541 0.7541 0.7507
R1 0.7521 0.7521 0.7504 0.7513
PP 0.7505 0.7505 0.7505 0.7501
S1 0.7485 0.7485 0.7497 0.7477
S2 0.7469 0.7469 0.7494
S3 0.7433 0.7449 0.7491
S4 0.7397 0.7413 0.7481
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 0.7695 0.7474 0.0222 3.0% 0.0061 0.8% 12% False False 406
10 0.7700 0.7474 0.0227 3.0% 0.0060 0.8% 12% False False 293
20 0.7700 0.7474 0.0227 3.0% 0.0061 0.8% 12% False False 242
40 0.7803 0.7474 0.0329 4.4% 0.0059 0.8% 8% False False 185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7678
2.618 0.7619
1.618 0.7583
1.000 0.7561
0.618 0.7547
HIGH 0.7525
0.618 0.7511
0.500 0.7507
0.382 0.7502
LOW 0.7489
0.618 0.7466
1.000 0.7453
1.618 0.7430
2.618 0.7394
4.250 0.7336
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 0.7507 0.7521
PP 0.7505 0.7514
S1 0.7503 0.7507

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

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