CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 0.7875 0.7842 -0.0033 -0.4% 0.7805
High 0.7875 0.7875 0.0000 0.0% 0.7873
Low 0.7813 0.7842 0.0029 0.4% 0.7754
Close 0.7833 0.7869 0.0037 0.5% 0.7846
Range 0.0062 0.0033 -0.0029 -47.2% 0.0119
ATR 0.0051 0.0051 -0.0001 -1.3% 0.0000
Volume 142 182 40 28.2% 799
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7961 0.7948 0.7887
R3 0.7928 0.7915 0.7878
R2 0.7895 0.7895 0.7875
R1 0.7882 0.7882 0.7872 0.7888
PP 0.7862 0.7862 0.7862 0.7865
S1 0.7849 0.7849 0.7866 0.7855
S2 0.7829 0.7829 0.7863
S3 0.7796 0.7816 0.7860
S4 0.7763 0.7783 0.7851
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 0.7778 0.0102 1.3% 0.0051 0.6% 90% False False 126
10 0.7879 0.7754 0.0125 1.6% 0.0046 0.6% 92% False False 156
20 0.8044 0.7754 0.0290 3.7% 0.0048 0.6% 40% False False 168
40 0.8250 0.7754 0.0496 6.3% 0.0050 0.6% 23% False False 127
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8015
2.618 0.7961
1.618 0.7928
1.000 0.7908
0.618 0.7895
HIGH 0.7875
0.618 0.7862
0.500 0.7858
0.382 0.7854
LOW 0.7842
0.618 0.7821
1.000 0.7809
1.618 0.7788
2.618 0.7755
4.250 0.7701
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 0.7865 0.7861
PP 0.7862 0.7854
S1 0.7858 0.7846

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

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