CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 0.7476 0.7473 -0.0003 0.0% 0.7465
High 0.7493 0.7479 -0.0014 -0.2% 0.7498
Low 0.7470 0.7436 -0.0035 -0.5% 0.7436
Close 0.7480 0.7466 -0.0014 -0.2% 0.7466
Range 0.0023 0.0044 0.0021 89.1% 0.0063
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 148 844 696 470.3% 1,523
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7591 0.7572 0.7490
R3 0.7547 0.7528 0.7478
R2 0.7504 0.7504 0.7474
R1 0.7485 0.7485 0.7470 0.7473
PP 0.7460 0.7460 0.7460 0.7454
S1 0.7441 0.7441 0.7462 0.7429
S2 0.7417 0.7417 0.7458
S3 0.7373 0.7398 0.7454
S4 0.7330 0.7354 0.7442
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7654 0.7623 0.7500
R3 0.7592 0.7560 0.7483
R2 0.7529 0.7529 0.7477
R1 0.7498 0.7498 0.7472 0.7513
PP 0.7467 0.7467 0.7467 0.7474
S1 0.7435 0.7435 0.7460 0.7451
S2 0.7404 0.7404 0.7455
S3 0.7342 0.7373 0.7449
S4 0.7279 0.7310 0.7432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7498 0.7436 0.0063 0.8% 0.0033 0.4% 49% False True 304
10 0.7535 0.7436 0.0099 1.3% 0.0037 0.5% 31% False True 386
20 0.7700 0.7436 0.0265 3.5% 0.0050 0.7% 12% False True 295
40 0.7700 0.7436 0.0265 3.5% 0.0055 0.7% 12% False True 231
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 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7593
1.618 0.7549
1.000 0.7523
0.618 0.7506
HIGH 0.7479
0.618 0.7462
0.500 0.7457
0.382 0.7452
LOW 0.7436
0.618 0.7409
1.000 0.7392
1.618 0.7365
2.618 0.7322
4.250 0.7251
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 0.7463 0.7465
PP 0.7460 0.7465
S1 0.7457 0.7464

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

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