CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 0.7880 0.7878 -0.0002 0.0% 0.7839
High 0.7900 0.7895 -0.0005 -0.1% 0.7900
Low 0.7858 0.7842 -0.0016 -0.2% 0.7806
Close 0.7877 0.7847 -0.0030 -0.4% 0.7877
Range 0.0043 0.0054 0.0011 25.9% 0.0094
ATR 0.0046 0.0046 0.0001 1.2% 0.0000
Volume 331 468 137 41.4% 1,353
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8022 0.7988 0.7876
R3 0.7968 0.7934 0.7862
R2 0.7915 0.7915 0.7857
R1 0.7881 0.7881 0.7852 0.7871
PP 0.7861 0.7861 0.7861 0.7856
S1 0.7827 0.7827 0.7842 0.7818
S2 0.7808 0.7808 0.7837
S3 0.7754 0.7774 0.7832
S4 0.7701 0.7720 0.7818
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8143 0.8104 0.7929
R3 0.8049 0.8010 0.7903
R2 0.7955 0.7955 0.7894
R1 0.7916 0.7916 0.7886 0.7936
PP 0.7861 0.7861 0.7861 0.7871
S1 0.7822 0.7822 0.7868 0.7842
S2 0.7767 0.7767 0.7860
S3 0.7673 0.7728 0.7851
S4 0.7579 0.7634 0.7825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7806 0.0094 1.2% 0.0046 0.6% 44% False False 364
10 0.7900 0.7806 0.0094 1.2% 0.0044 0.6% 44% False False 419
20 0.7904 0.7754 0.0150 1.9% 0.0043 0.5% 62% False False 279
40 0.8044 0.7754 0.0290 3.7% 0.0043 0.5% 32% False False 207
60 0.8290 0.7754 0.0536 6.8% 0.0051 0.7% 17% False False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8122
2.618 0.8035
1.618 0.7982
1.000 0.7949
0.618 0.7928
HIGH 0.7895
0.618 0.7875
0.500 0.7868
0.382 0.7862
LOW 0.7842
0.618 0.7808
1.000 0.7788
1.618 0.7755
2.618 0.7701
4.250 0.7614
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 0.7868 0.7868
PP 0.7861 0.7861
S1 0.7854 0.7854

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

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