CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 0.7925 0.7917 -0.0008 -0.1% 0.8022
High 0.7932 0.7929 -0.0003 0.0% 0.8039
Low 0.7909 0.7888 -0.0021 -0.3% 0.7928
Close 0.7919 0.7899 -0.0020 -0.3% 0.7928
Range 0.0024 0.0042 0.0018 76.6% 0.0111
ATR 0.0050 0.0050 -0.0001 -1.3% 0.0000
Volume 128 81 -47 -36.7% 862
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8030 0.8006 0.7921
R3 0.7988 0.7964 0.7910
R2 0.7947 0.7947 0.7906
R1 0.7923 0.7923 0.7902 0.7914
PP 0.7905 0.7905 0.7905 0.7901
S1 0.7881 0.7881 0.7895 0.7872
S2 0.7864 0.7864 0.7891
S3 0.7822 0.7840 0.7887
S4 0.7781 0.7798 0.7876
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 0.7888 0.0151 1.9% 0.0046 0.6% 7% False True 144
10 0.8044 0.7888 0.0157 2.0% 0.0043 0.5% 7% False True 143
20 0.8111 0.7888 0.0223 2.8% 0.0044 0.6% 5% False True 120
40 0.8290 0.7888 0.0402 5.1% 0.0057 0.7% 3% False True 103
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8105
2.618 0.8038
1.618 0.7996
1.000 0.7971
0.618 0.7955
HIGH 0.7929
0.618 0.7913
0.500 0.7908
0.382 0.7903
LOW 0.7888
0.618 0.7862
1.000 0.7846
1.618 0.7820
2.618 0.7779
4.250 0.7711
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 0.7908 0.7955
PP 0.7905 0.7936
S1 0.7902 0.7917

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

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