CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 0.7477 0.7478 0.0001 0.0% 0.7502
High 0.7498 0.7498 0.0000 0.0% 0.7535
Low 0.7468 0.7455 -0.0013 -0.2% 0.7455
Close 0.7470 0.7477 0.0007 0.1% 0.7477
Range 0.0030 0.0043 0.0013 43.3% 0.0080
ATR 0.0057 0.0056 -0.0001 -1.7% 0.0000
Volume 578 374 -204 -35.3% 2,343
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7605 0.7584 0.7500
R3 0.7562 0.7541 0.7488
R2 0.7519 0.7519 0.7484
R1 0.7498 0.7498 0.7480 0.7487
PP 0.7476 0.7476 0.7476 0.7471
S1 0.7455 0.7455 0.7473 0.7444
S2 0.7433 0.7433 0.7469
S3 0.7390 0.7412 0.7465
S4 0.7347 0.7369 0.7453
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7729 0.7683 0.7521
R3 0.7649 0.7603 0.7499
R2 0.7569 0.7569 0.7491
R1 0.7523 0.7523 0.7484 0.7506
PP 0.7489 0.7489 0.7489 0.7480
S1 0.7443 0.7443 0.7469 0.7426
S2 0.7409 0.7409 0.7462
S3 0.7329 0.7363 0.7455
S4 0.7249 0.7283 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7455 0.0080 1.1% 0.0041 0.6% 28% False True 468
10 0.7700 0.7455 0.0246 3.3% 0.0053 0.7% 9% False True 346
20 0.7700 0.7455 0.0246 3.3% 0.0054 0.7% 9% False True 276
40 0.7803 0.7455 0.0348 4.7% 0.0059 0.8% 6% False True 210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7610
1.618 0.7567
1.000 0.7541
0.618 0.7524
HIGH 0.7498
0.618 0.7481
0.500 0.7476
0.382 0.7471
LOW 0.7455
0.618 0.7428
1.000 0.7412
1.618 0.7385
2.618 0.7342
4.250 0.7272
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 0.7476 0.7487
PP 0.7476 0.7483
S1 0.7476 0.7480

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

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