CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 0.7873 0.7902 0.0029 0.4% 0.7846
High 0.7904 0.7903 -0.0001 0.0% 0.7904
Low 0.7864 0.7888 0.0025 0.3% 0.7813
Close 0.7902 0.7898 -0.0005 -0.1% 0.7898
Range 0.0041 0.0015 -0.0026 -63.0% 0.0092
ATR 0.0050 0.0048 -0.0003 -5.0% 0.0000
Volume 113 62 -51 -45.1% 594
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7941 0.7934 0.7906
R3 0.7926 0.7919 0.7902
R2 0.7911 0.7911 0.7900
R1 0.7904 0.7904 0.7899 0.7900
PP 0.7896 0.7896 0.7896 0.7894
S1 0.7889 0.7889 0.7896 0.7885
S2 0.7881 0.7881 0.7895
S3 0.7866 0.7874 0.7893
S4 0.7851 0.7859 0.7889
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8146 0.8113 0.7948
R3 0.8054 0.8022 0.7923
R2 0.7963 0.7963 0.7914
R1 0.7930 0.7930 0.7906 0.7947
PP 0.7871 0.7871 0.7871 0.7880
S1 0.7839 0.7839 0.7889 0.7855
S2 0.7780 0.7780 0.7881
S3 0.7688 0.7747 0.7872
S4 0.7597 0.7656 0.7847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7904 0.7813 0.0092 1.2% 0.0039 0.5% 93% False False 118
10 0.7904 0.7754 0.0150 1.9% 0.0041 0.5% 96% False False 139
20 0.8039 0.7754 0.0285 3.6% 0.0047 0.6% 50% False False 162
40 0.8217 0.7754 0.0463 5.9% 0.0048 0.6% 31% False False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7967
2.618 0.7942
1.618 0.7927
1.000 0.7918
0.618 0.7912
HIGH 0.7903
0.618 0.7897
0.500 0.7896
0.382 0.7894
LOW 0.7888
0.618 0.7879
1.000 0.7873
1.618 0.7864
2.618 0.7849
4.250 0.7824
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 0.7897 0.7889
PP 0.7896 0.7881
S1 0.7896 0.7873

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

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