CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 0.7434 0.7403 -0.0031 -0.4% 0.7500
High 0.7440 0.7405 -0.0035 -0.5% 0.7547
Low 0.7389 0.7368 -0.0021 -0.3% 0.7389
Close 0.7389 0.7384 -0.0006 -0.1% 0.7389
Range 0.0051 0.0038 -0.0014 -26.5% 0.0158
ATR 0.0056 0.0055 -0.0001 -2.4% 0.0000
Volume 777 274 -503 -64.7% 4,136
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7498 0.7478 0.7404
R3 0.7460 0.7441 0.7394
R2 0.7423 0.7423 0.7390
R1 0.7403 0.7403 0.7387 0.7394
PP 0.7385 0.7385 0.7385 0.7381
S1 0.7366 0.7366 0.7380 0.7357
S2 0.7348 0.7348 0.7377
S3 0.7310 0.7328 0.7373
S4 0.7273 0.7291 0.7363
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 0.7368 0.0179 2.4% 0.0072 1.0% 9% False True 807
10 0.7547 0.7368 0.0179 2.4% 0.0054 0.7% 9% False True 581
20 0.7700 0.7368 0.0333 4.5% 0.0053 0.7% 5% False True 462
40 0.7700 0.7368 0.0333 4.5% 0.0057 0.8% 5% False True 316
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7503
1.618 0.7466
1.000 0.7443
0.618 0.7428
HIGH 0.7405
0.618 0.7391
0.500 0.7386
0.382 0.7382
LOW 0.7368
0.618 0.7344
1.000 0.7330
1.618 0.7307
2.618 0.7269
4.250 0.7208
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 0.7386 0.7423
PP 0.7385 0.7410
S1 0.7384 0.7397

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

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