CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 0.7478 0.7465 -0.0013 -0.2% 0.7502
High 0.7498 0.7485 -0.0013 -0.2% 0.7535
Low 0.7455 0.7459 0.0004 0.1% 0.7455
Close 0.7477 0.7459 -0.0018 -0.2% 0.7477
Range 0.0043 0.0026 -0.0017 -39.5% 0.0080
ATR 0.0056 0.0054 -0.0002 -3.8% 0.0000
Volume 374 116 -258 -69.0% 2,343
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7545 0.7528 0.7473
R3 0.7519 0.7502 0.7466
R2 0.7493 0.7493 0.7463
R1 0.7476 0.7476 0.7461 0.7472
PP 0.7467 0.7467 0.7467 0.7465
S1 0.7450 0.7450 0.7456 0.7446
S2 0.7441 0.7441 0.7454
S3 0.7415 0.7424 0.7451
S4 0.7389 0.7398 0.7444
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 0.7525 0.7455 0.0070 0.9% 0.0034 0.5% 6% False False 331
10 0.7700 0.7455 0.0246 3.3% 0.0052 0.7% 2% False False 343
20 0.7700 0.7455 0.0246 3.3% 0.0053 0.7% 2% False False 280
40 0.7803 0.7455 0.0348 4.7% 0.0058 0.8% 1% False False 212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7553
1.618 0.7527
1.000 0.7511
0.618 0.7501
HIGH 0.7485
0.618 0.7475
0.500 0.7472
0.382 0.7468
LOW 0.7459
0.618 0.7442
1.000 0.7433
1.618 0.7416
2.618 0.7390
4.250 0.7348
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 0.7472 0.7476
PP 0.7467 0.7470
S1 0.7463 0.7464

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

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