CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 0.7395 0.7444 0.0049 0.7% 0.7500
High 0.7447 0.7469 0.0021 0.3% 0.7547
Low 0.7388 0.7414 0.0027 0.4% 0.7389
Close 0.7436 0.7450 0.0015 0.2% 0.7389
Range 0.0060 0.0054 -0.0005 -8.4% 0.0158
ATR 0.0056 0.0056 0.0000 -0.1% 0.0000
Volume 352 479 127 36.1% 4,136
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7608 0.7583 0.7480
R3 0.7553 0.7529 0.7465
R2 0.7499 0.7499 0.7460
R1 0.7474 0.7474 0.7455 0.7487
PP 0.7444 0.7444 0.7444 0.7450
S1 0.7420 0.7420 0.7445 0.7432
S2 0.7390 0.7390 0.7440
S3 0.7335 0.7365 0.7435
S4 0.7281 0.7311 0.7420
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 0.7478 0.7368 0.0110 1.5% 0.0054 0.7% 75% False False 511
10 0.7547 0.7368 0.0179 2.4% 0.0058 0.8% 46% False False 623
20 0.7629 0.7368 0.0261 3.5% 0.0051 0.7% 32% False False 489
40 0.7700 0.7368 0.0333 4.5% 0.0057 0.8% 25% False False 327
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 False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7700
2.618 0.7611
1.618 0.7557
1.000 0.7523
0.618 0.7502
HIGH 0.7469
0.618 0.7448
0.500 0.7441
0.382 0.7435
LOW 0.7414
0.618 0.7380
1.000 0.7360
1.618 0.7326
2.618 0.7271
4.250 0.7182
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 0.7447 0.7439
PP 0.7444 0.7429
S1 0.7441 0.7418

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

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