CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 0.7463 0.7475 0.0012 0.2% 0.7502
High 0.7498 0.7493 -0.0005 -0.1% 0.7535
Low 0.7459 0.7459 0.0000 0.0% 0.7455
Close 0.7479 0.7472 -0.0008 -0.1% 0.7477
Range 0.0040 0.0034 -0.0005 -13.9% 0.0080
ATR 0.0053 0.0051 -0.0001 -2.5% 0.0000
Volume 224 191 -33 -14.7% 2,343
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7576 0.7558 0.7490
R3 0.7542 0.7524 0.7481
R2 0.7508 0.7508 0.7478
R1 0.7490 0.7490 0.7475 0.7482
PP 0.7474 0.7474 0.7474 0.7470
S1 0.7456 0.7456 0.7468 0.7448
S2 0.7440 0.7440 0.7465
S3 0.7406 0.7422 0.7462
S4 0.7372 0.7388 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 0.7498 0.7455 0.0044 0.6% 0.0035 0.5% 39% False False 296
10 0.7629 0.7455 0.0174 2.3% 0.0044 0.6% 10% False False 355
20 0.7700 0.7455 0.0246 3.3% 0.0053 0.7% 7% False False 262
40 0.7787 0.7455 0.0332 4.4% 0.0056 0.8% 5% False False 212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7582
1.618 0.7548
1.000 0.7527
0.618 0.7514
HIGH 0.7493
0.618 0.7480
0.500 0.7476
0.382 0.7471
LOW 0.7459
0.618 0.7437
1.000 0.7424
1.618 0.7403
2.618 0.7369
4.250 0.7314
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 0.7476 0.7478
PP 0.7474 0.7476
S1 0.7473 0.7474

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

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