CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 0.8022 0.8022 -0.0001 0.0% 0.7971
High 0.8033 0.8022 -0.0011 -0.1% 0.8044
Low 0.7996 0.7976 -0.0020 -0.2% 0.7971
Close 0.8020 0.7993 -0.0027 -0.3% 0.8020
Range 0.0038 0.0046 0.0008 21.3% 0.0073
ATR 0.0052 0.0051 0.0000 -0.8% 0.0000
Volume 104 150 46 44.2% 517
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8133 0.8108 0.8018
R3 0.8088 0.8063 0.8005
R2 0.8042 0.8042 0.8001
R1 0.8017 0.8017 0.7997 0.8007
PP 0.7997 0.7997 0.7997 0.7992
S1 0.7972 0.7972 0.7988 0.7962
S2 0.7951 0.7951 0.7984
S3 0.7906 0.7926 0.7980
S4 0.7860 0.7881 0.7967
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8231 0.8198 0.8060
R3 0.8158 0.8125 0.8040
R2 0.8085 0.8085 0.8033
R1 0.8052 0.8052 0.8026 0.8068
PP 0.8012 0.8012 0.8012 0.8020
S1 0.7979 0.7979 0.8013 0.7995
S2 0.7938 0.7938 0.8006
S3 0.7865 0.7906 0.7999
S4 0.7792 0.7833 0.7979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8044 0.7976 0.0068 0.9% 0.0036 0.4% 24% False True 125
10 0.8044 0.7948 0.0096 1.2% 0.0036 0.4% 46% False False 94
20 0.8200 0.7948 0.0252 3.2% 0.0047 0.6% 18% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8215
2.618 0.8141
1.618 0.8095
1.000 0.8067
0.618 0.8050
HIGH 0.8022
0.618 0.8004
0.500 0.7999
0.382 0.7993
LOW 0.7976
0.618 0.7948
1.000 0.7930
1.618 0.7902
2.618 0.7857
4.250 0.7783
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 0.7999 0.8010
PP 0.7997 0.8004
S1 0.7995 0.7998

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.