CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 0.7782 0.7805 0.0023 0.3% 0.7925
High 0.7815 0.7812 -0.0003 0.0% 0.7932
Low 0.7756 0.7787 0.0032 0.4% 0.7756
Close 0.7793 0.7801 0.0009 0.1% 0.7793
Range 0.0060 0.0025 -0.0035 -58.0% 0.0177
ATR 0.0053 0.0051 -0.0002 -3.8% 0.0000
Volume 167 193 26 15.6% 995
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7875 0.7863 0.7815
R3 0.7850 0.7838 0.7808
R2 0.7825 0.7825 0.7806
R1 0.7813 0.7813 0.7803 0.7807
PP 0.7800 0.7800 0.7800 0.7797
S1 0.7788 0.7788 0.7799 0.7782
S2 0.7775 0.7775 0.7796
S3 0.7750 0.7763 0.7794
S4 0.7725 0.7738 0.7787
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8356 0.8251 0.7890
R3 0.8180 0.8074 0.7841
R2 0.8003 0.8003 0.7825
R1 0.7898 0.7898 0.7809 0.7862
PP 0.7827 0.7827 0.7827 0.7809
S1 0.7721 0.7721 0.7776 0.7686
S2 0.7650 0.7650 0.7760
S3 0.7474 0.7545 0.7744
S4 0.7297 0.7368 0.7695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7929 0.7756 0.0174 2.2% 0.0055 0.7% 26% False False 212
10 0.8039 0.7756 0.0283 3.6% 0.0051 0.7% 16% False False 190
20 0.8044 0.7756 0.0289 3.7% 0.0043 0.6% 16% False False 142
40 0.8290 0.7756 0.0534 6.8% 0.0055 0.7% 9% False False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7918
2.618 0.7877
1.618 0.7852
1.000 0.7837
0.618 0.7827
HIGH 0.7812
0.618 0.7802
0.500 0.7800
0.382 0.7797
LOW 0.7787
0.618 0.7772
1.000 0.7762
1.618 0.7747
2.618 0.7722
4.250 0.7681
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 0.7801 0.7799
PP 0.7800 0.7796
S1 0.7800 0.7794

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

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