CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 0.7839 0.7817 -0.0021 -0.3% 0.7892
High 0.7847 0.7854 0.0007 0.1% 0.7897
Low 0.7811 0.7806 -0.0005 -0.1% 0.7810
Close 0.7818 0.7839 0.0021 0.3% 0.7847
Range 0.0036 0.0048 0.0012 33.8% 0.0087
ATR 0.0046 0.0046 0.0000 0.3% 0.0000
Volume 443 303 -140 -31.6% 2,376
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7975 0.7955 0.7865
R3 0.7928 0.7907 0.7852
R2 0.7880 0.7880 0.7848
R1 0.7860 0.7860 0.7843 0.7870
PP 0.7833 0.7833 0.7833 0.7838
S1 0.7812 0.7812 0.7835 0.7823
S2 0.7785 0.7785 0.7830
S3 0.7738 0.7765 0.7826
S4 0.7690 0.7717 0.7813
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 0.7877 0.7806 0.0071 0.9% 0.0044 0.6% 47% False True 310
10 0.7904 0.7806 0.0098 1.3% 0.0039 0.5% 34% False True 347
20 0.7919 0.7754 0.0165 2.1% 0.0046 0.6% 52% False False 265
40 0.8111 0.7754 0.0357 4.6% 0.0045 0.6% 24% False False 192
60 0.8290 0.7754 0.0536 6.8% 0.0053 0.7% 16% False False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8055
2.618 0.7978
1.618 0.7930
1.000 0.7901
0.618 0.7883
HIGH 0.7854
0.618 0.7835
0.500 0.7830
0.382 0.7824
LOW 0.7806
0.618 0.7777
1.000 0.7759
1.618 0.7729
2.618 0.7682
4.250 0.7604
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 0.7836 0.7840
PP 0.7833 0.7840
S1 0.7830 0.7839

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

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