CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 0.7858 0.7840 -0.0018 -0.2% 0.7846
High 0.7877 0.7867 -0.0009 -0.1% 0.7904
Low 0.7831 0.7838 0.0007 0.1% 0.7813
Close 0.7844 0.7854 0.0010 0.1% 0.7898
Range 0.0046 0.0029 -0.0016 -36.3% 0.0092
ATR 0.0046 0.0045 -0.0001 -2.7% 0.0000
Volume 284 168 -116 -40.8% 594
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7940 0.7926 0.7869
R3 0.7911 0.7897 0.7861
R2 0.7882 0.7882 0.7859
R1 0.7868 0.7868 0.7856 0.7875
PP 0.7853 0.7853 0.7853 0.7856
S1 0.7839 0.7839 0.7851 0.7846
S2 0.7824 0.7824 0.7848
S3 0.7795 0.7810 0.7846
S4 0.7766 0.7781 0.7838
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 0.7903 0.7831 0.0072 0.9% 0.0034 0.4% 31% False False 417
10 0.7904 0.7803 0.0101 1.3% 0.0042 0.5% 50% False False 275
20 0.8022 0.7754 0.0268 3.4% 0.0047 0.6% 37% False False 237
40 0.8161 0.7754 0.0407 5.2% 0.0045 0.6% 24% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7943
1.618 0.7914
1.000 0.7896
0.618 0.7885
HIGH 0.7867
0.618 0.7856
0.500 0.7853
0.382 0.7849
LOW 0.7838
0.618 0.7820
1.000 0.7809
1.618 0.7791
2.618 0.7762
4.250 0.7715
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 0.7853 0.7857
PP 0.7853 0.7856
S1 0.7853 0.7855

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

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