CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 0.7415 0.7463 0.0048 0.6% 0.7403
High 0.7478 0.7483 0.0004 0.1% 0.7471
Low 0.7410 0.7435 0.0026 0.3% 0.7368
Close 0.7457 0.7450 -0.0008 -0.1% 0.7413
Range 0.0069 0.0047 -0.0021 -30.7% 0.0104
ATR 0.0056 0.0055 -0.0001 -1.1% 0.0000
Volume 439 340 -99 -22.6% 2,211
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7598 0.7571 0.7476
R3 0.7551 0.7524 0.7463
R2 0.7503 0.7503 0.7458
R1 0.7476 0.7476 0.7454 0.7466
PP 0.7456 0.7456 0.7456 0.7451
S1 0.7429 0.7429 0.7445 0.7419
S2 0.7408 0.7408 0.7441
S3 0.7361 0.7381 0.7436
S4 0.7313 0.7334 0.7423
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 0.7483 0.7382 0.0100 1.3% 0.0055 0.7% 67% True False 472
10 0.7547 0.7368 0.0179 2.4% 0.0064 0.9% 46% False False 643
20 0.7547 0.7368 0.0179 2.4% 0.0051 0.7% 46% False False 488
40 0.7700 0.7368 0.0333 4.5% 0.0056 0.7% 25% False False 365
60 0.7803 0.7368 0.0435 5.8% 0.0056 0.8% 19% False False 286
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7684
2.618 0.7607
1.618 0.7559
1.000 0.7530
0.618 0.7512
HIGH 0.7483
0.618 0.7464
0.500 0.7459
0.382 0.7453
LOW 0.7435
0.618 0.7406
1.000 0.7388
1.618 0.7358
2.618 0.7311
4.250 0.7233
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 0.7459 0.7444
PP 0.7456 0.7438
S1 0.7453 0.7432

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

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