CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 0.7902 0.7892 -0.0010 -0.1% 0.7846
High 0.7903 0.7897 -0.0006 -0.1% 0.7904
Low 0.7888 0.7860 -0.0028 -0.4% 0.7813
Close 0.7898 0.7869 -0.0029 -0.4% 0.7898
Range 0.0015 0.0037 0.0022 146.7% 0.0092
ATR 0.0048 0.0047 -0.0001 -1.5% 0.0000
Volume 62 188 126 203.2% 594
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7986 0.7964 0.7889
R3 0.7949 0.7927 0.7879
R2 0.7912 0.7912 0.7875
R1 0.7890 0.7890 0.7872 0.7883
PP 0.7875 0.7875 0.7875 0.7871
S1 0.7853 0.7853 0.7865 0.7846
S2 0.7838 0.7838 0.7862
S3 0.7801 0.7816 0.7858
S4 0.7764 0.7779 0.7848
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% 0.0038 0.5% 61% False False 137
10 0.7904 0.7754 0.0150 1.9% 0.0043 0.5% 76% False False 138
20 0.8039 0.7754 0.0285 3.6% 0.0047 0.6% 40% False False 164
40 0.8200 0.7754 0.0446 5.7% 0.0047 0.6% 26% False False 127
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8054
2.618 0.7994
1.618 0.7957
1.000 0.7934
0.618 0.7920
HIGH 0.7897
0.618 0.7883
0.500 0.7879
0.382 0.7874
LOW 0.7860
0.618 0.7837
1.000 0.7823
1.618 0.7800
2.618 0.7763
4.250 0.7703
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 0.7879 0.7882
PP 0.7875 0.7878
S1 0.7872 0.7873

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

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