CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 0.8022 0.7925 -0.0097 -1.2% 0.8022
High 0.8022 0.7932 -0.0090 -1.1% 0.8039
Low 0.7928 0.7909 -0.0019 -0.2% 0.7928
Close 0.7928 0.7919 -0.0010 -0.1% 0.7928
Range 0.0095 0.0024 -0.0071 -75.1% 0.0111
ATR 0.0052 0.0050 -0.0002 -3.9% 0.0000
Volume 337 128 -209 -62.0% 862
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7990 0.7978 0.7931
R3 0.7967 0.7954 0.7925
R2 0.7943 0.7943 0.7923
R1 0.7931 0.7931 0.7921 0.7925
PP 0.7920 0.7920 0.7920 0.7917
S1 0.7907 0.7907 0.7916 0.7902
S2 0.7896 0.7896 0.7914
S3 0.7873 0.7884 0.7912
S4 0.7849 0.7860 0.7906
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8298 0.8224 0.7989
R3 0.8187 0.8113 0.7959
R2 0.8076 0.8076 0.7948
R1 0.8002 0.8002 0.7938 0.7983
PP 0.7965 0.7965 0.7965 0.7955
S1 0.7891 0.7891 0.7918 0.7872
S2 0.7854 0.7854 0.7908
S3 0.7743 0.7780 0.7897
S4 0.7632 0.7669 0.7867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7909 0.0130 1.6% 0.0047 0.6% 8% False True 168
10 0.8044 0.7909 0.0136 1.7% 0.0041 0.5% 7% False True 146
20 0.8114 0.7909 0.0206 2.6% 0.0044 0.6% 5% False True 119
40 0.8290 0.7909 0.0381 4.8% 0.0057 0.7% 3% False True 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7994
1.618 0.7970
1.000 0.7956
0.618 0.7947
HIGH 0.7932
0.618 0.7923
0.500 0.7920
0.382 0.7917
LOW 0.7909
0.618 0.7894
1.000 0.7885
1.618 0.7870
2.618 0.7847
4.250 0.7809
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 0.7920 0.7974
PP 0.7920 0.7955
S1 0.7919 0.7937

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

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