CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 0.7473 0.7500 0.0027 0.4% 0.7465
High 0.7479 0.7502 0.0023 0.3% 0.7498
Low 0.7436 0.7462 0.0027 0.4% 0.7436
Close 0.7466 0.7490 0.0024 0.3% 0.7466
Range 0.0044 0.0040 -0.0004 -9.2% 0.0063
ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000
Volume 844 371 -473 -56.0% 1,523
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7603 0.7586 0.7512
R3 0.7564 0.7547 0.7501
R2 0.7524 0.7524 0.7497
R1 0.7507 0.7507 0.7494 0.7496
PP 0.7485 0.7485 0.7485 0.7479
S1 0.7467 0.7467 0.7486 0.7456
S2 0.7445 0.7445 0.7483
S3 0.7405 0.7428 0.7479
S4 0.7366 0.7388 0.7468
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7654 0.7623 0.7500
R3 0.7592 0.7560 0.7483
R2 0.7529 0.7529 0.7477
R1 0.7498 0.7498 0.7472 0.7513
PP 0.7467 0.7467 0.7467 0.7474
S1 0.7435 0.7435 0.7460 0.7451
S2 0.7404 0.7404 0.7455
S3 0.7342 0.7373 0.7449
S4 0.7279 0.7310 0.7432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7502 0.7436 0.0066 0.9% 0.0036 0.5% 83% True False 355
10 0.7525 0.7436 0.0089 1.2% 0.0035 0.5% 61% False False 343
20 0.7700 0.7436 0.0265 3.5% 0.0049 0.6% 21% False False 308
40 0.7700 0.7436 0.0265 3.5% 0.0055 0.7% 21% False False 232
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7605
1.618 0.7565
1.000 0.7541
0.618 0.7526
HIGH 0.7502
0.618 0.7486
0.500 0.7482
0.382 0.7477
LOW 0.7462
0.618 0.7438
1.000 0.7422
1.618 0.7398
2.618 0.7359
4.250 0.7294
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 0.7487 0.7483
PP 0.7485 0.7476
S1 0.7482 0.7469

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

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