CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 0.7458 0.7403 -0.0055 -0.7% 0.7403
High 0.7471 0.7419 -0.0052 -0.7% 0.7471
Low 0.7403 0.7382 -0.0021 -0.3% 0.7368
Close 0.7417 0.7413 -0.0005 -0.1% 0.7413
Range 0.0068 0.0037 -0.0031 -45.6% 0.0104
ATR 0.0056 0.0055 -0.0001 -2.5% 0.0000
Volume 747 359 -388 -51.9% 2,211
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7516 0.7501 0.7433
R3 0.7479 0.7464 0.7423
R2 0.7442 0.7442 0.7419
R1 0.7427 0.7427 0.7416 0.7434
PP 0.7405 0.7405 0.7405 0.7408
S1 0.7390 0.7390 0.7409 0.7397
S2 0.7368 0.7368 0.7406
S3 0.7331 0.7353 0.7402
S4 0.7294 0.7316 0.7392
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7728 0.7674 0.7469
R3 0.7624 0.7570 0.7441
R2 0.7521 0.7521 0.7431
R1 0.7467 0.7467 0.7422 0.7494
PP 0.7417 0.7417 0.7417 0.7431
S1 0.7363 0.7363 0.7403 0.7390
S2 0.7314 0.7314 0.7394
S3 0.7210 0.7260 0.7384
S4 0.7107 0.7156 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7368 0.0104 1.4% 0.0051 0.7% 43% False False 442
10 0.7547 0.7368 0.0179 2.4% 0.0062 0.8% 25% False False 634
20 0.7547 0.7368 0.0179 2.4% 0.0050 0.7% 25% False False 510
40 0.7700 0.7368 0.0333 4.5% 0.0056 0.8% 14% False False 351
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7516
1.618 0.7479
1.000 0.7456
0.618 0.7442
HIGH 0.7419
0.618 0.7405
0.500 0.7401
0.382 0.7396
LOW 0.7382
0.618 0.7359
1.000 0.7345
1.618 0.7322
2.618 0.7285
4.250 0.7225
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 0.7409 0.7427
PP 0.7405 0.7422
S1 0.7401 0.7417

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

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