CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 0.7462 0.7434 -0.0028 -0.4% 0.7500
High 0.7478 0.7440 -0.0038 -0.5% 0.7547
Low 0.7411 0.7389 -0.0023 -0.3% 0.7389
Close 0.7433 0.7389 -0.0044 -0.6% 0.7389
Range 0.0067 0.0051 -0.0015 -23.3% 0.0158
ATR 0.0057 0.0056 0.0000 -0.7% 0.0000
Volume 677 777 100 14.8% 4,136
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7559 0.7525 0.7417
R3 0.7508 0.7474 0.7403
R2 0.7457 0.7457 0.7398
R1 0.7423 0.7423 0.7394 0.7414
PP 0.7406 0.7406 0.7406 0.7401
S1 0.7372 0.7372 0.7384 0.7363
S2 0.7355 0.7355 0.7380
S3 0.7304 0.7321 0.7375
S4 0.7253 0.7270 0.7361
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7915 0.7810 0.7476
R3 0.7757 0.7652 0.7432
R2 0.7599 0.7599 0.7418
R1 0.7494 0.7494 0.7403 0.7468
PP 0.7441 0.7441 0.7441 0.7428
S1 0.7336 0.7336 0.7375 0.7310
S2 0.7283 0.7283 0.7360
S3 0.7125 0.7178 0.7346
S4 0.6967 0.7020 0.7302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7547 0.7389 0.0158 2.1% 0.0073 1.0% 0% False True 827
10 0.7547 0.7389 0.0158 2.1% 0.0053 0.7% 0% False True 565
20 0.7700 0.7389 0.0312 4.2% 0.0053 0.7% 0% False True 456
40 0.7700 0.7389 0.0312 4.2% 0.0057 0.8% 0% False True 310
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7573
1.618 0.7522
1.000 0.7491
0.618 0.7471
HIGH 0.7440
0.618 0.7420
0.500 0.7414
0.382 0.7408
LOW 0.7389
0.618 0.7357
1.000 0.7337
1.618 0.7306
2.618 0.7255
4.250 0.7172
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 0.7414 0.7468
PP 0.7406 0.7441
S1 0.7397 0.7415

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

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