CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 0.7857 0.7839 -0.0019 -0.2% 0.7892
High 0.7874 0.7847 -0.0027 -0.3% 0.7897
Low 0.7810 0.7811 0.0001 0.0% 0.7810
Close 0.7847 0.7818 -0.0029 -0.4% 0.7847
Range 0.0064 0.0036 -0.0028 -44.1% 0.0087
ATR 0.0046 0.0046 -0.0001 -1.7% 0.0000
Volume 352 443 91 25.9% 2,376
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7932 0.7910 0.7838
R3 0.7896 0.7875 0.7828
R2 0.7861 0.7861 0.7825
R1 0.7839 0.7839 0.7821 0.7832
PP 0.7825 0.7825 0.7825 0.7822
S1 0.7804 0.7804 0.7815 0.7797
S2 0.7790 0.7790 0.7811
S3 0.7754 0.7768 0.7808
S4 0.7719 0.7733 0.7798
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 0.7884 0.7810 0.0074 0.9% 0.0043 0.5% 11% False False 526
10 0.7904 0.7810 0.0094 1.2% 0.0040 0.5% 9% False False 331
20 0.7929 0.7754 0.0175 2.2% 0.0046 0.6% 37% False False 253
40 0.8114 0.7754 0.0360 4.6% 0.0045 0.6% 18% False False 186
60 0.8290 0.7754 0.0536 6.8% 0.0053 0.7% 12% False False 152
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7939
1.618 0.7904
1.000 0.7882
0.618 0.7868
HIGH 0.7847
0.618 0.7833
0.500 0.7829
0.382 0.7825
LOW 0.7811
0.618 0.7789
1.000 0.7775
1.618 0.7754
2.618 0.7718
4.250 0.7660
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 0.7829 0.7842
PP 0.7825 0.7834
S1 0.7822 0.7826

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

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