CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 0.7800 0.7769 -0.0031 -0.4% 0.7925
High 0.7804 0.7787 -0.0018 -0.2% 0.7932
Low 0.7754 0.7758 0.0004 0.0% 0.7756
Close 0.7765 0.7774 0.0009 0.1% 0.7793
Range 0.0050 0.0029 -0.0021 -42.0% 0.0177
ATR 0.0051 0.0050 -0.0002 -3.1% 0.0000
Volume 250 144 -106 -42.4% 995
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7860 0.7846 0.7790
R3 0.7831 0.7817 0.7782
R2 0.7802 0.7802 0.7779
R1 0.7788 0.7788 0.7777 0.7795
PP 0.7773 0.7773 0.7773 0.7776
S1 0.7759 0.7759 0.7771 0.7766
S2 0.7744 0.7744 0.7769
S3 0.7715 0.7730 0.7766
S4 0.7686 0.7701 0.7758
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 0.7832 0.7754 0.0078 1.0% 0.0041 0.5% 26% False False 186
10 0.8039 0.7754 0.0285 3.7% 0.0050 0.6% 7% False False 194
20 0.8044 0.7754 0.0290 3.7% 0.0044 0.6% 7% False False 157
40 0.8290 0.7754 0.0536 6.9% 0.0051 0.7% 4% False False 123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7910
2.618 0.7862
1.618 0.7833
1.000 0.7816
0.618 0.7804
HIGH 0.7787
0.618 0.7775
0.500 0.7772
0.382 0.7769
LOW 0.7758
0.618 0.7740
1.000 0.7729
1.618 0.7711
2.618 0.7682
4.250 0.7634
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 0.7773 0.7783
PP 0.7773 0.7780
S1 0.7772 0.7777

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

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