CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 0.8020 0.7963 -0.0056 -0.7% 0.8017
High 0.8027 0.7989 -0.0037 -0.5% 0.8035
Low 0.7957 0.7948 -0.0009 -0.1% 0.7948
Close 0.7961 0.7987 0.0026 0.3% 0.7987
Range 0.0069 0.0041 -0.0028 -41.0% 0.0087
ATR 0.0062 0.0060 -0.0001 -2.4% 0.0000
Volume 95 86 -9 -9.5% 333
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8098 0.8083 0.8010
R3 0.8057 0.8042 0.7998
R2 0.8016 0.8016 0.7995
R1 0.8001 0.8001 0.7991 0.8009
PP 0.7975 0.7975 0.7975 0.7978
S1 0.7960 0.7960 0.7983 0.7968
S2 0.7934 0.7934 0.7979
S3 0.7893 0.7919 0.7976
S4 0.7852 0.7878 0.7964
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8251 0.8206 0.8035
R3 0.8164 0.8119 0.8011
R2 0.8077 0.8077 0.8003
R1 0.8032 0.8032 0.7995 0.8011
PP 0.7990 0.7990 0.7990 0.7980
S1 0.7945 0.7945 0.7979 0.7924
S2 0.7903 0.7903 0.7971
S3 0.7816 0.7858 0.7963
S4 0.7729 0.7771 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8035 0.7948 0.0087 1.1% 0.0039 0.5% 45% False True 66
10 0.8125 0.7948 0.0177 2.2% 0.0051 0.6% 22% False True 91
20 0.8275 0.7948 0.0327 4.1% 0.0057 0.7% 12% False True 89
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8163
2.618 0.8096
1.618 0.8055
1.000 0.8030
0.618 0.8014
HIGH 0.7989
0.618 0.7973
0.500 0.7969
0.382 0.7964
LOW 0.7948
0.618 0.7923
1.000 0.7907
1.618 0.7882
2.618 0.7841
4.250 0.7774
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 0.7981 0.7992
PP 0.7975 0.7990
S1 0.7969 0.7989

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

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