CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 0.7475 0.7476 0.0001 0.0% 0.7502
High 0.7493 0.7493 0.0000 0.0% 0.7535
Low 0.7459 0.7470 0.0012 0.2% 0.7455
Close 0.7472 0.7480 0.0008 0.1% 0.7477
Range 0.0034 0.0023 -0.0011 -32.4% 0.0080
ATR 0.0051 0.0049 -0.0002 -3.9% 0.0000
Volume 191 148 -43 -22.5% 2,343
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7550 0.7538 0.7492
R3 0.7527 0.7515 0.7486
R2 0.7504 0.7504 0.7484
R1 0.7492 0.7492 0.7482 0.7498
PP 0.7481 0.7481 0.7481 0.7484
S1 0.7469 0.7469 0.7477 0.7475
S2 0.7458 0.7458 0.7475
S3 0.7435 0.7446 0.7473
S4 0.7412 0.7423 0.7467
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% 0.0033 0.4% 57% False False 210
10 0.7569 0.7455 0.0114 1.5% 0.0040 0.5% 22% False False 358
20 0.7700 0.7455 0.0246 3.3% 0.0052 0.7% 10% False False 264
40 0.7752 0.7455 0.0297 4.0% 0.0056 0.7% 8% False False 212
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7553
1.618 0.7530
1.000 0.7516
0.618 0.7507
HIGH 0.7493
0.618 0.7484
0.500 0.7482
0.382 0.7479
LOW 0.7470
0.618 0.7456
1.000 0.7447
1.618 0.7433
2.618 0.7410
4.250 0.7372
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 0.7482 0.7479
PP 0.7481 0.7479
S1 0.7480 0.7478

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

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