CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 0.7403 0.7395 -0.0009 -0.1% 0.7500
High 0.7405 0.7447 0.0042 0.6% 0.7547
Low 0.7368 0.7388 0.0020 0.3% 0.7389
Close 0.7384 0.7436 0.0052 0.7% 0.7389
Range 0.0038 0.0060 0.0022 58.7% 0.0158
ATR 0.0055 0.0056 0.0001 1.1% 0.0000
Volume 274 352 78 28.5% 4,136
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7602 0.7578 0.7468
R3 0.7542 0.7519 0.7452
R2 0.7483 0.7483 0.7446
R1 0.7459 0.7459 0.7441 0.7471
PP 0.7423 0.7423 0.7423 0.7429
S1 0.7400 0.7400 0.7430 0.7412
S2 0.7364 0.7364 0.7425
S3 0.7304 0.7340 0.7419
S4 0.7245 0.7281 0.7403
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% 38% False False 813
10 0.7547 0.7368 0.0179 2.4% 0.0056 0.8% 38% False False 594
20 0.7695 0.7368 0.0328 4.4% 0.0052 0.7% 21% False False 471
40 0.7700 0.7368 0.0333 4.5% 0.0058 0.8% 20% False False 317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7700
2.618 0.7603
1.618 0.7543
1.000 0.7507
0.618 0.7484
HIGH 0.7447
0.618 0.7424
0.500 0.7417
0.382 0.7410
LOW 0.7388
0.618 0.7351
1.000 0.7328
1.618 0.7291
2.618 0.7232
4.250 0.7135
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 0.7429 0.7426
PP 0.7423 0.7417
S1 0.7417 0.7407

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

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