CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 0.7846 0.7875 0.0029 0.4% 0.7805
High 0.7879 0.7875 -0.0004 -0.1% 0.7873
Low 0.7835 0.7813 -0.0022 -0.3% 0.7754
Close 0.7872 0.7833 -0.0040 -0.5% 0.7846
Range 0.0045 0.0062 0.0018 40.4% 0.0119
ATR 0.0051 0.0051 0.0001 1.7% 0.0000
Volume 95 142 47 49.5% 799
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8027 0.7992 0.7867
R3 0.7965 0.7930 0.7850
R2 0.7902 0.7902 0.7844
R1 0.7867 0.7867 0.7838 0.7854
PP 0.7840 0.7840 0.7840 0.7833
S1 0.7805 0.7805 0.7827 0.7791
S2 0.7778 0.7778 0.7821
S3 0.7715 0.7743 0.7815
S4 0.7653 0.7680 0.7798
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 0.7758 0.0122 1.6% 0.0050 0.6% 62% False False 118
10 0.7919 0.7754 0.0165 2.1% 0.0053 0.7% 48% False False 182
20 0.8044 0.7754 0.0290 3.7% 0.0048 0.6% 27% False False 162
40 0.8250 0.7754 0.0496 6.3% 0.0050 0.6% 16% 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 0.8141
2.618 0.8039
1.618 0.7976
1.000 0.7937
0.618 0.7914
HIGH 0.7875
0.618 0.7851
0.500 0.7844
0.382 0.7836
LOW 0.7813
0.618 0.7774
1.000 0.7750
1.618 0.7711
2.618 0.7649
4.250 0.7547
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 0.7844 0.7841
PP 0.7840 0.7838
S1 0.7836 0.7835

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.