CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 0.7488 0.7532 0.0044 0.6% 0.7465
High 0.7535 0.7547 0.0012 0.2% 0.7498
Low 0.7476 0.7400 -0.0076 -1.0% 0.7436
Close 0.7517 0.7466 -0.0051 -0.7% 0.7466
Range 0.0059 0.0147 0.0088 148.3% 0.0063
ATR 0.0049 0.0056 0.0007 14.2% 0.0000
Volume 324 1,987 1,663 513.3% 1,523
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7910 0.7835 0.7547
R3 0.7764 0.7688 0.7506
R2 0.7617 0.7617 0.7493
R1 0.7542 0.7542 0.7479 0.7506
PP 0.7471 0.7471 0.7471 0.7453
S1 0.7395 0.7395 0.7453 0.7360
S2 0.7324 0.7324 0.7439
S3 0.7178 0.7249 0.7426
S4 0.7031 0.7102 0.7385
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 0.7547 0.7400 0.0147 2.0% 0.0062 0.8% 45% True True 734
10 0.7547 0.7400 0.0147 2.0% 0.0048 0.6% 45% True True 515
20 0.7700 0.7400 0.0300 4.0% 0.0054 0.7% 22% False True 409
40 0.7700 0.7400 0.0300 4.0% 0.0057 0.8% 22% False True 283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.8169
2.618 0.7930
1.618 0.7784
1.000 0.7693
0.618 0.7637
HIGH 0.7547
0.618 0.7491
0.500 0.7473
0.382 0.7456
LOW 0.7400
0.618 0.7309
1.000 0.7253
1.618 0.7163
2.618 0.7016
4.250 0.6777
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 0.7473 0.7473
PP 0.7471 0.7471
S1 0.7468 0.7468

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

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