CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 0.7769 0.7778 0.0008 0.1% 0.7925
High 0.7787 0.7822 0.0035 0.4% 0.7932
Low 0.7758 0.7778 0.0020 0.3% 0.7756
Close 0.7774 0.7817 0.0043 0.5% 0.7793
Range 0.0029 0.0044 0.0015 51.7% 0.0177
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 144 80 -64 -44.4% 995
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7937 0.7921 0.7841
R3 0.7893 0.7877 0.7829
R2 0.7849 0.7849 0.7825
R1 0.7833 0.7833 0.7821 0.7841
PP 0.7805 0.7805 0.7805 0.7809
S1 0.7789 0.7789 0.7812 0.7797
S2 0.7761 0.7761 0.7808
S3 0.7717 0.7745 0.7804
S4 0.7673 0.7701 0.7792
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 0.7822 0.7754 0.0068 0.9% 0.0042 0.5% 93% True False 166
10 0.8022 0.7754 0.0268 3.4% 0.0052 0.7% 23% False False 199
20 0.8044 0.7754 0.0290 3.7% 0.0043 0.5% 22% False False 156
40 0.8290 0.7754 0.0536 6.9% 0.0050 0.6% 12% False False 124
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7937
1.618 0.7893
1.000 0.7866
0.618 0.7849
HIGH 0.7822
0.618 0.7805
0.500 0.7800
0.382 0.7794
LOW 0.7778
0.618 0.7750
1.000 0.7733
1.618 0.7706
2.618 0.7662
4.250 0.7590
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 0.7811 0.7807
PP 0.7805 0.7797
S1 0.7800 0.7788

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

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