CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 0.7465 0.7463 -0.0002 0.0% 0.7502
High 0.7485 0.7498 0.0014 0.2% 0.7535
Low 0.7459 0.7459 0.0000 0.0% 0.7455
Close 0.7459 0.7479 0.0021 0.3% 0.7477
Range 0.0026 0.0040 0.0014 51.9% 0.0080
ATR 0.0054 0.0053 -0.0001 -1.9% 0.0000
Volume 116 224 108 93.1% 2,343
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7597 0.7578 0.7501
R3 0.7558 0.7538 0.7490
R2 0.7518 0.7518 0.7486
R1 0.7499 0.7499 0.7483 0.7508
PP 0.7479 0.7479 0.7479 0.7483
S1 0.7459 0.7459 0.7475 0.7469
S2 0.7439 0.7439 0.7472
S3 0.7400 0.7420 0.7468
S4 0.7360 0.7380 0.7457
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7729 0.7683 0.7521
R3 0.7649 0.7603 0.7499
R2 0.7569 0.7569 0.7491
R1 0.7523 0.7523 0.7484 0.7506
PP 0.7489 0.7489 0.7489 0.7480
S1 0.7443 0.7443 0.7469 0.7426
S2 0.7409 0.7409 0.7462
S3 0.7329 0.7363 0.7455
S4 0.7249 0.7283 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7519 0.7455 0.0064 0.9% 0.0035 0.5% 38% False False 290
10 0.7695 0.7455 0.0241 3.2% 0.0048 0.6% 10% False False 348
20 0.7700 0.7455 0.0246 3.3% 0.0053 0.7% 10% False False 287
40 0.7803 0.7455 0.0348 4.7% 0.0057 0.8% 7% False False 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7666
2.618 0.7601
1.618 0.7562
1.000 0.7538
0.618 0.7522
HIGH 0.7498
0.618 0.7483
0.500 0.7478
0.382 0.7474
LOW 0.7459
0.618 0.7434
1.000 0.7419
1.618 0.7395
2.618 0.7355
4.250 0.7291
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 0.7479 0.7478
PP 0.7479 0.7477
S1 0.7478 0.7476

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.