CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 0.7963 0.7971 0.0008 0.1% 0.8017
High 0.7989 0.7978 -0.0011 -0.1% 0.8035
Low 0.7948 0.7971 0.0023 0.3% 0.7948
Close 0.7987 0.7976 -0.0011 -0.1% 0.7987
Range 0.0041 0.0007 -0.0034 -82.9% 0.0087
ATR 0.0060 0.0057 -0.0003 -5.2% 0.0000
Volume 86 40 -46 -53.5% 333
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7996 0.7993 0.7980
R3 0.7989 0.7986 0.7978
R2 0.7982 0.7982 0.7977
R1 0.7979 0.7979 0.7977 0.7981
PP 0.7975 0.7975 0.7975 0.7976
S1 0.7972 0.7972 0.7975 0.7974
S2 0.7968 0.7968 0.7975
S3 0.7961 0.7965 0.7974
S4 0.7954 0.7958 0.7972
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% 0.0036 0.4% 32% False False 63
10 0.8114 0.7948 0.0166 2.1% 0.0047 0.6% 17% False False 93
20 0.8275 0.7948 0.0327 4.1% 0.0055 0.7% 9% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8008
2.618 0.7996
1.618 0.7989
1.000 0.7985
0.618 0.7982
HIGH 0.7978
0.618 0.7975
0.500 0.7975
0.382 0.7974
LOW 0.7971
0.618 0.7967
1.000 0.7964
1.618 0.7960
2.618 0.7953
4.250 0.7941
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 0.7976 0.7987
PP 0.7975 0.7984
S1 0.7975 0.7980

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

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