CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 0.7840 0.7857 0.0017 0.2% 0.7892
High 0.7867 0.7874 0.0006 0.1% 0.7897
Low 0.7838 0.7810 -0.0028 -0.4% 0.7810
Close 0.7854 0.7847 -0.0007 -0.1% 0.7847
Range 0.0029 0.0064 0.0034 119.0% 0.0087
ATR 0.0045 0.0046 0.0001 2.9% 0.0000
Volume 168 352 184 109.5% 2,376
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8034 0.8004 0.7881
R3 0.7970 0.7940 0.7864
R2 0.7907 0.7907 0.7858
R1 0.7877 0.7877 0.7852 0.7860
PP 0.7843 0.7843 0.7843 0.7835
S1 0.7813 0.7813 0.7841 0.7797
S2 0.7780 0.7780 0.7835
S3 0.7716 0.7750 0.7829
S4 0.7653 0.7686 0.7812
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8112 0.8066 0.7894
R3 0.8025 0.7979 0.7870
R2 0.7938 0.7938 0.7862
R1 0.7892 0.7892 0.7854 0.7872
PP 0.7851 0.7851 0.7851 0.7841
S1 0.7805 0.7805 0.7839 0.7785
S2 0.7764 0.7764 0.7831
S3 0.7677 0.7718 0.7823
S4 0.7590 0.7631 0.7799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7897 0.7810 0.0087 1.1% 0.0043 0.6% 42% False True 475
10 0.7904 0.7810 0.0094 1.2% 0.0041 0.5% 39% False True 297
20 0.7932 0.7754 0.0178 2.3% 0.0045 0.6% 52% False False 238
40 0.8125 0.7754 0.0371 4.7% 0.0045 0.6% 25% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8040
1.618 0.7976
1.000 0.7937
0.618 0.7913
HIGH 0.7874
0.618 0.7849
0.500 0.7842
0.382 0.7834
LOW 0.7810
0.618 0.7771
1.000 0.7747
1.618 0.7707
2.618 0.7644
4.250 0.7540
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 0.7845 0.7845
PP 0.7843 0.7844
S1 0.7842 0.7843

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

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