CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 0.7878 0.7845 -0.0033 -0.4% 0.7839
High 0.7895 0.7850 -0.0046 -0.6% 0.7900
Low 0.7842 0.7810 -0.0032 -0.4% 0.7806
Close 0.7847 0.7813 -0.0034 -0.4% 0.7877
Range 0.0054 0.0040 -0.0014 -25.2% 0.0094
ATR 0.0046 0.0046 0.0000 -1.0% 0.0000
Volume 468 820 352 75.2% 1,353
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7944 0.7918 0.7835
R3 0.7904 0.7878 0.7824
R2 0.7864 0.7864 0.7820
R1 0.7838 0.7838 0.7816 0.7831
PP 0.7824 0.7824 0.7824 0.7820
S1 0.7798 0.7798 0.7809 0.7791
S2 0.7784 0.7784 0.7805
S3 0.7744 0.7758 0.7802
S4 0.7704 0.7718 0.7791
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% 0.0047 0.6% 7% False False 439
10 0.7900 0.7806 0.0094 1.2% 0.0045 0.6% 7% False False 482
20 0.7904 0.7754 0.0150 1.9% 0.0044 0.6% 39% False False 310
40 0.8044 0.7754 0.0290 3.7% 0.0043 0.6% 20% False False 226
60 0.8290 0.7754 0.0536 6.9% 0.0051 0.7% 11% False False 186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8020
2.618 0.7954
1.618 0.7914
1.000 0.7890
0.618 0.7874
HIGH 0.7850
0.618 0.7834
0.500 0.7830
0.382 0.7825
LOW 0.7810
0.618 0.7785
1.000 0.7770
1.618 0.7745
2.618 0.7705
4.250 0.7640
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 0.7830 0.7855
PP 0.7824 0.7841
S1 0.7818 0.7827

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

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