CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 0.7506 0.7497 -0.0009 -0.1% 0.7611
High 0.7525 0.7519 -0.0006 -0.1% 0.7700
Low 0.7489 0.7482 -0.0007 -0.1% 0.7497
Close 0.7501 0.7488 -0.0013 -0.2% 0.7506
Range 0.0036 0.0037 0.0001 2.8% 0.0203
ATR 0.0061 0.0059 -0.0002 -2.8% 0.0000
Volume 426 162 -264 -62.0% 1,120
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7607 0.7584 0.7508
R3 0.7570 0.7547 0.7498
R2 0.7533 0.7533 0.7495
R1 0.7510 0.7510 0.7491 0.7503
PP 0.7496 0.7496 0.7496 0.7492
S1 0.7474 0.7474 0.7485 0.7466
S2 0.7459 0.7459 0.7481
S3 0.7422 0.7437 0.7478
S4 0.7385 0.7400 0.7468
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 0.7629 0.7474 0.0155 2.1% 0.0053 0.7% 9% False False 414
10 0.7700 0.7474 0.0227 3.0% 0.0059 0.8% 6% False False 303
20 0.7700 0.7474 0.0227 3.0% 0.0057 0.8% 6% False False 238
40 0.7803 0.7474 0.0329 4.4% 0.0059 0.8% 4% False False 188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7615
1.618 0.7578
1.000 0.7555
0.618 0.7541
HIGH 0.7519
0.618 0.7504
0.500 0.7500
0.382 0.7496
LOW 0.7482
0.618 0.7459
1.000 0.7445
1.618 0.7422
2.618 0.7385
4.250 0.7324
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 0.7500 0.7504
PP 0.7496 0.7499
S1 0.7492 0.7493

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

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