CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 0.7507 0.7564 0.0057 0.8% 0.7622
High 0.7568 0.7634 0.0066 0.9% 0.7686
Low 0.7503 0.7523 0.0020 0.3% 0.7473
Close 0.7552 0.7608 0.0056 0.7% 0.7517
Range 0.0065 0.0111 0.0046 70.0% 0.0213
ATR 0.0065 0.0068 0.0003 5.0% 0.0000
Volume 72,343 82,086 9,743 13.5% 363,133
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7920 0.7874 0.7668
R3 0.7809 0.7764 0.7638
R2 0.7699 0.7699 0.7628
R1 0.7653 0.7653 0.7618 0.7676
PP 0.7588 0.7588 0.7588 0.7599
S1 0.7543 0.7543 0.7597 0.7565
S2 0.7478 0.7478 0.7587
S3 0.7367 0.7432 0.7577
S4 0.7257 0.7322 0.7547
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8196 0.8069 0.7634
R3 0.7984 0.7857 0.7575
R2 0.7771 0.7771 0.7556
R1 0.7644 0.7644 0.7536 0.7601
PP 0.7559 0.7559 0.7559 0.7537
S1 0.7432 0.7432 0.7498 0.7389
S2 0.7346 0.7346 0.7478
S3 0.7134 0.7219 0.7459
S4 0.6921 0.7007 0.7400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7674 0.7473 0.0201 2.6% 0.0085 1.1% 67% False False 85,504
10 0.7686 0.7473 0.0213 2.8% 0.0079 1.0% 63% False False 79,936
20 0.7686 0.7361 0.0325 4.3% 0.0066 0.9% 76% False False 65,360
40 0.7686 0.7361 0.0325 4.3% 0.0059 0.8% 76% False False 43,579
60 0.7686 0.7361 0.0325 4.3% 0.0057 0.7% 76% False False 29,220
80 0.7700 0.7361 0.0340 4.5% 0.0057 0.7% 73% False False 21,975
100 0.7803 0.7361 0.0442 5.8% 0.0057 0.8% 56% False False 17,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.7923
1.618 0.7812
1.000 0.7744
0.618 0.7702
HIGH 0.7634
0.618 0.7591
0.500 0.7578
0.382 0.7565
LOW 0.7523
0.618 0.7455
1.000 0.7413
1.618 0.7344
2.618 0.7234
4.250 0.7053
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 0.7598 0.7589
PP 0.7588 0.7571
S1 0.7578 0.7553

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

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