CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 0.7845 0.7814 -0.0032 -0.4% 0.7839
High 0.7850 0.7820 -0.0030 -0.4% 0.7900
Low 0.7810 0.7780 -0.0030 -0.4% 0.7806
Close 0.7813 0.7794 -0.0019 -0.2% 0.7877
Range 0.0040 0.0040 0.0000 0.0% 0.0094
ATR 0.0046 0.0045 0.0000 -0.9% 0.0000
Volume 820 765 -55 -6.7% 1,353
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7918 0.7896 0.7816
R3 0.7878 0.7856 0.7805
R2 0.7838 0.7838 0.7801
R1 0.7816 0.7816 0.7797 0.7807
PP 0.7798 0.7798 0.7798 0.7793
S1 0.7776 0.7776 0.7790 0.7767
S2 0.7758 0.7758 0.7786
S3 0.7718 0.7736 0.7783
S4 0.7678 0.7696 0.7772
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 0.7780 0.0120 1.5% 0.0045 0.6% 11% False True 532
10 0.7900 0.7780 0.0120 1.5% 0.0045 0.6% 11% False True 421
20 0.7904 0.7758 0.0147 1.9% 0.0043 0.6% 25% False False 336
40 0.8044 0.7754 0.0290 3.7% 0.0044 0.6% 14% False False 244
60 0.8290 0.7754 0.0536 6.9% 0.0051 0.7% 7% False False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0011
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7925
1.618 0.7885
1.000 0.7860
0.618 0.7845
HIGH 0.7820
0.618 0.7805
0.500 0.7800
0.382 0.7795
LOW 0.7780
0.618 0.7755
1.000 0.7740
1.618 0.7715
2.618 0.7675
4.250 0.7610
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 0.7800 0.7838
PP 0.7798 0.7823
S1 0.7796 0.7808

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

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