CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 0.7468 0.7456 -0.0012 -0.2% 0.7415
High 0.7471 0.7512 0.0041 0.5% 0.7483
Low 0.7428 0.7438 0.0010 0.1% 0.7398
Close 0.7464 0.7459 -0.0005 -0.1% 0.7406
Range 0.0043 0.0074 0.0031 72.1% 0.0085
ATR 0.0055 0.0056 0.0001 2.5% 0.0000
Volume 1,964 2,355 391 19.9% 1,988
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7692 0.7649 0.7499
R3 0.7618 0.7575 0.7479
R2 0.7544 0.7544 0.7472
R1 0.7501 0.7501 0.7465 0.7522
PP 0.7470 0.7470 0.7470 0.7480
S1 0.7427 0.7427 0.7452 0.7448
S2 0.7396 0.7396 0.7445
S3 0.7322 0.7353 0.7438
S4 0.7248 0.7279 0.7418
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 0.7512 0.7396 0.0116 1.6% 0.0058 0.8% 54% True False 1,399
10 0.7512 0.7382 0.0130 1.7% 0.0056 0.8% 59% True False 936
20 0.7547 0.7368 0.0179 2.4% 0.0056 0.8% 51% False False 765
40 0.7700 0.7368 0.0333 4.5% 0.0055 0.7% 27% False False 526
60 0.7803 0.7368 0.0435 5.8% 0.0057 0.8% 21% False False 396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7827
2.618 0.7706
1.618 0.7632
1.000 0.7586
0.618 0.7558
HIGH 0.7512
0.618 0.7484
0.500 0.7475
0.382 0.7466
LOW 0.7438
0.618 0.7392
1.000 0.7364
1.618 0.7318
2.618 0.7244
4.250 0.7124
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 0.7475 0.7457
PP 0.7470 0.7456
S1 0.7464 0.7454

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

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