CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 0.7570 0.7580 0.0010 0.1% 0.7574
High 0.7604 0.7655 0.0051 0.7% 0.7699
Low 0.7539 0.7547 0.0008 0.1% 0.7550
Close 0.7576 0.7649 0.0073 1.0% 0.7602
Range 0.0065 0.0108 0.0043 66.9% 0.0149
ATR 0.0059 0.0063 0.0004 6.0% 0.0000
Volume 123 248 125 101.6% 588
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7942 0.7904 0.7708
R3 0.7834 0.7795 0.7678
R2 0.7725 0.7725 0.7668
R1 0.7687 0.7687 0.7658 0.7706
PP 0.7617 0.7617 0.7617 0.7626
S1 0.7578 0.7578 0.7639 0.7598
S2 0.7508 0.7508 0.7629
S3 0.7400 0.7470 0.7619
S4 0.7291 0.7361 0.7589
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8064 0.7982 0.7684
R3 0.7915 0.7833 0.7643
R2 0.7766 0.7766 0.7629
R1 0.7684 0.7684 0.7616 0.7725
PP 0.7617 0.7617 0.7617 0.7638
S1 0.7535 0.7535 0.7588 0.7576
S2 0.7468 0.7468 0.7575
S3 0.7319 0.7386 0.7561
S4 0.7170 0.7237 0.7520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7699 0.7539 0.0160 2.1% 0.0073 1.0% 68% False False 121
10 0.7699 0.7539 0.0160 2.1% 0.0064 0.8% 68% False False 140
20 0.7803 0.7539 0.0263 3.4% 0.0060 0.8% 42% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8116
2.618 0.7939
1.618 0.7831
1.000 0.7763
0.618 0.7722
HIGH 0.7655
0.618 0.7614
0.500 0.7601
0.382 0.7588
LOW 0.7547
0.618 0.7479
1.000 0.7438
1.618 0.7371
2.618 0.7262
4.250 0.7085
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 0.7633 0.7631
PP 0.7617 0.7614
S1 0.7601 0.7597

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

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