CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 0.7450 0.7416 -0.0034 -0.5% 0.7415
High 0.7457 0.7441 -0.0016 -0.2% 0.7483
Low 0.7407 0.7398 -0.0009 -0.1% 0.7398
Close 0.7421 0.7406 -0.0015 -0.2% 0.7406
Range 0.0051 0.0043 -0.0008 -14.9% 0.0085
ATR 0.0055 0.0054 -0.0001 -1.6% 0.0000
Volume 457 752 295 64.6% 1,988
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7544 0.7518 0.7430
R3 0.7501 0.7475 0.7418
R2 0.7458 0.7458 0.7414
R1 0.7432 0.7432 0.7410 0.7424
PP 0.7415 0.7415 0.7415 0.7411
S1 0.7389 0.7389 0.7402 0.7381
S2 0.7372 0.7372 0.7398
S3 0.7329 0.7346 0.7394
S4 0.7286 0.7303 0.7382
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7682 0.7629 0.7452
R3 0.7598 0.7544 0.7429
R2 0.7513 0.7513 0.7421
R1 0.7460 0.7460 0.7414 0.7444
PP 0.7429 0.7429 0.7429 0.7421
S1 0.7375 0.7375 0.7398 0.7360
S2 0.7344 0.7344 0.7391
S3 0.7260 0.7291 0.7383
S4 0.7175 0.7206 0.7360
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 1.4% 0.0049 0.7% 24% False False 469
10 0.7483 0.7368 0.0115 1.6% 0.0052 0.7% 33% False False 497
20 0.7547 0.7368 0.0179 2.4% 0.0052 0.7% 22% False False 511
40 0.7700 0.7368 0.0333 4.5% 0.0053 0.7% 12% False False 386
60 0.7803 0.7368 0.0435 5.9% 0.0056 0.8% 9% False False 304
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7554
1.618 0.7511
1.000 0.7484
0.618 0.7468
HIGH 0.7441
0.618 0.7425
0.500 0.7420
0.382 0.7414
LOW 0.7398
0.618 0.7371
1.000 0.7355
1.618 0.7328
2.618 0.7285
4.250 0.7215
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 0.7420 0.7440
PP 0.7415 0.7429
S1 0.7411 0.7417

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

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