CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.7618 0.7628 0.0009 0.1% 0.7508
High 0.7639 0.7643 0.0004 0.1% 0.7613
Low 0.7613 0.7621 0.0008 0.1% 0.7497
Close 0.7621 0.7632 0.0011 0.1% 0.7605
Range 0.0026 0.0022 -0.0004 -13.7% 0.0115
ATR 0.0051 0.0048 -0.0002 -4.0% 0.0000
Volume 17,442 26,185 8,743 50.1% 16,843
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7698 0.7687 0.7644
R3 0.7676 0.7665 0.7638
R2 0.7654 0.7654 0.7636
R1 0.7643 0.7643 0.7634 0.7648
PP 0.7632 0.7632 0.7632 0.7634
S1 0.7621 0.7621 0.7629 0.7626
S2 0.7610 0.7610 0.7627
S3 0.7588 0.7599 0.7625
S4 0.7566 0.7577 0.7619
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7918 0.7877 0.7669
R3 0.7802 0.7761 0.7637
R2 0.7687 0.7687 0.7626
R1 0.7646 0.7646 0.7616 0.7666
PP 0.7572 0.7572 0.7572 0.7582
S1 0.7531 0.7531 0.7594 0.7551
S2 0.7456 0.7456 0.7584
S3 0.7341 0.7415 0.7573
S4 0.7225 0.7300 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7643 0.7530 0.0113 1.5% 0.0032 0.4% 90% True False 11,305
10 0.7643 0.7438 0.0205 2.7% 0.0045 0.6% 95% True False 6,763
20 0.7643 0.7382 0.0260 3.4% 0.0050 0.7% 96% True False 3,749
40 0.7700 0.7368 0.0333 4.4% 0.0051 0.7% 79% False False 2,106
60 0.7700 0.7368 0.0333 4.4% 0.0054 0.7% 79% False False 1,460
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.7736
2.618 0.7700
1.618 0.7678
1.000 0.7665
0.618 0.7656
HIGH 0.7643
0.618 0.7634
0.500 0.7632
0.382 0.7629
LOW 0.7621
0.618 0.7607
1.000 0.7599
1.618 0.7585
2.618 0.7563
4.250 0.7527
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.7632 0.7624
PP 0.7632 0.7617
S1 0.7632 0.7610

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

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