CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 0.7497 0.7477 -0.0020 -0.3% 0.7611
High 0.7519 0.7498 -0.0021 -0.3% 0.7700
Low 0.7482 0.7468 -0.0014 -0.2% 0.7497
Close 0.7488 0.7470 -0.0018 -0.2% 0.7506
Range 0.0037 0.0030 -0.0007 -18.9% 0.0203
ATR 0.0059 0.0057 -0.0002 -3.5% 0.0000
Volume 162 578 416 256.8% 1,120
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7568 0.7549 0.7486
R3 0.7538 0.7519 0.7478
R2 0.7508 0.7508 0.7475
R1 0.7489 0.7489 0.7473 0.7484
PP 0.7478 0.7478 0.7478 0.7476
S1 0.7459 0.7459 0.7467 0.7454
S2 0.7448 0.7448 0.7465
S3 0.7418 0.7429 0.7462
S4 0.7388 0.7399 0.7454
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 0.7569 0.7468 0.0101 1.4% 0.0047 0.6% 2% False True 506
10 0.7700 0.7468 0.0232 3.1% 0.0055 0.7% 1% False True 352
20 0.7700 0.7468 0.0232 3.1% 0.0055 0.7% 1% False True 260
40 0.7803 0.7468 0.0335 4.5% 0.0059 0.8% 1% False True 201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.7625
2.618 0.7576
1.618 0.7546
1.000 0.7527
0.618 0.7516
HIGH 0.7498
0.618 0.7486
0.500 0.7483
0.382 0.7479
LOW 0.7468
0.618 0.7449
1.000 0.7438
1.618 0.7419
2.618 0.7389
4.250 0.7340
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 0.7483 0.7496
PP 0.7478 0.7487
S1 0.7474 0.7479

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

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