CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 0.7971 0.7988 0.0017 0.2% 0.8017
High 0.7978 0.8014 0.0036 0.4% 0.8035
Low 0.7971 0.7988 0.0017 0.2% 0.7948
Close 0.7976 0.8000 0.0024 0.3% 0.7987
Range 0.0007 0.0025 0.0018 264.3% 0.0087
ATR 0.0057 0.0056 -0.0001 -2.4% 0.0000
Volume 40 116 76 190.0% 333
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8077 0.8064 0.8014
R3 0.8051 0.8038 0.8007
R2 0.8026 0.8026 0.8005
R1 0.8013 0.8013 0.8002 0.8019
PP 0.8001 0.8001 0.8001 0.8004
S1 0.7988 0.7988 0.7998 0.7994
S2 0.7975 0.7975 0.7995
S3 0.7950 0.7962 0.7993
S4 0.7924 0.7937 0.7986
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% 0.0034 0.4% 60% False False 77
10 0.8111 0.7948 0.0163 2.0% 0.0045 0.6% 32% False False 98
20 0.8250 0.7948 0.0302 3.8% 0.0053 0.7% 17% False False 86
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8122
2.618 0.8080
1.618 0.8055
1.000 0.8039
0.618 0.8029
HIGH 0.8014
0.618 0.8004
0.500 0.8001
0.382 0.7998
LOW 0.7988
0.618 0.7972
1.000 0.7963
1.618 0.7947
2.618 0.7921
4.250 0.7880
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 0.8001 0.7994
PP 0.8001 0.7987
S1 0.8000 0.7981

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

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