CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 0.7403 0.7415 0.0012 0.2% 0.7403
High 0.7419 0.7478 0.0059 0.8% 0.7471
Low 0.7382 0.7410 0.0027 0.4% 0.7368
Close 0.7413 0.7457 0.0045 0.6% 0.7413
Range 0.0037 0.0069 0.0032 85.1% 0.0104
ATR 0.0055 0.0056 0.0001 1.7% 0.0000
Volume 359 439 80 22.3% 2,211
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7654 0.7624 0.7495
R3 0.7585 0.7555 0.7476
R2 0.7517 0.7517 0.7470
R1 0.7487 0.7487 0.7463 0.7502
PP 0.7448 0.7448 0.7448 0.7456
S1 0.7418 0.7418 0.7451 0.7433
S2 0.7380 0.7380 0.7444
S3 0.7311 0.7350 0.7438
S4 0.7243 0.7281 0.7419
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 0.7478 0.7382 0.0096 1.3% 0.0058 0.8% 78% True False 475
10 0.7547 0.7368 0.0179 2.4% 0.0065 0.9% 50% False False 641
20 0.7547 0.7368 0.0179 2.4% 0.0050 0.7% 50% False False 492
40 0.7700 0.7368 0.0333 4.5% 0.0056 0.8% 27% False False 360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7657
1.618 0.7589
1.000 0.7547
0.618 0.7520
HIGH 0.7478
0.618 0.7452
0.500 0.7444
0.382 0.7436
LOW 0.7410
0.618 0.7367
1.000 0.7341
1.618 0.7299
2.618 0.7230
4.250 0.7118
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 0.7453 0.7448
PP 0.7448 0.7439
S1 0.7444 0.7430

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

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