CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 0.7816 0.7846 0.0031 0.4% 0.7805
High 0.7873 0.7879 0.0006 0.1% 0.7873
Low 0.7803 0.7835 0.0032 0.4% 0.7754
Close 0.7846 0.7872 0.0026 0.3% 0.7846
Range 0.0070 0.0045 -0.0026 -36.4% 0.0119
ATR 0.0051 0.0051 0.0000 -0.9% 0.0000
Volume 132 95 -37 -28.0% 799
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7995 0.7978 0.7896
R3 0.7951 0.7934 0.7884
R2 0.7906 0.7906 0.7880
R1 0.7889 0.7889 0.7876 0.7898
PP 0.7862 0.7862 0.7862 0.7866
S1 0.7845 0.7845 0.7868 0.7853
S2 0.7817 0.7817 0.7864
S3 0.7773 0.7800 0.7860
S4 0.7728 0.7756 0.7848
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8181 0.8133 0.7911
R3 0.8062 0.8014 0.7879
R2 0.7943 0.7943 0.7868
R1 0.7895 0.7895 0.7857 0.7919
PP 0.7824 0.7824 0.7824 0.7837
S1 0.7776 0.7776 0.7835 0.7800
S2 0.7705 0.7705 0.7824
S3 0.7586 0.7657 0.7813
S4 0.7467 0.7538 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7879 0.7754 0.0125 1.6% 0.0048 0.6% 94% True False 140
10 0.7929 0.7754 0.0175 2.2% 0.0051 0.7% 67% False False 176
20 0.8044 0.7754 0.0290 3.7% 0.0046 0.6% 41% False False 161
40 0.8275 0.7754 0.0521 6.6% 0.0051 0.6% 23% False False 124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.7996
1.618 0.7951
1.000 0.7924
0.618 0.7907
HIGH 0.7879
0.618 0.7862
0.500 0.7857
0.382 0.7852
LOW 0.7835
0.618 0.7807
1.000 0.7790
1.618 0.7763
2.618 0.7718
4.250 0.7645
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 0.7867 0.7857
PP 0.7862 0.7843
S1 0.7857 0.7828

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

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