CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 0.7444 0.7458 0.0015 0.2% 0.7500
High 0.7469 0.7471 0.0003 0.0% 0.7547
Low 0.7414 0.7403 -0.0011 -0.1% 0.7389
Close 0.7450 0.7417 -0.0033 -0.4% 0.7389
Range 0.0054 0.0068 0.0014 24.8% 0.0158
ATR 0.0056 0.0056 0.0001 1.6% 0.0000
Volume 479 747 268 55.9% 4,136
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7634 0.7594 0.7454
R3 0.7566 0.7526 0.7436
R2 0.7498 0.7498 0.7429
R1 0.7458 0.7458 0.7423 0.7444
PP 0.7430 0.7430 0.7430 0.7424
S1 0.7390 0.7390 0.7411 0.7376
S2 0.7362 0.7362 0.7405
S3 0.7294 0.7322 0.7398
S4 0.7226 0.7254 0.7380
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7915 0.7810 0.7476
R3 0.7757 0.7652 0.7432
R2 0.7599 0.7599 0.7418
R1 0.7494 0.7494 0.7403 0.7468
PP 0.7441 0.7441 0.7441 0.7428
S1 0.7336 0.7336 0.7375 0.7310
S2 0.7283 0.7283 0.7360
S3 0.7125 0.7178 0.7346
S4 0.6967 0.7020 0.7302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7368 0.0104 1.4% 0.0054 0.7% 48% True False 525
10 0.7547 0.7368 0.0179 2.4% 0.0063 0.8% 28% False False 683
20 0.7569 0.7368 0.0201 2.7% 0.0051 0.7% 25% False False 520
40 0.7700 0.7368 0.0333 4.5% 0.0057 0.8% 15% False False 344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7760
2.618 0.7649
1.618 0.7581
1.000 0.7539
0.618 0.7513
HIGH 0.7471
0.618 0.7445
0.500 0.7437
0.382 0.7429
LOW 0.7403
0.618 0.7361
1.000 0.7335
1.618 0.7293
2.618 0.7225
4.250 0.7114
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 0.7437 0.7429
PP 0.7430 0.7425
S1 0.7424 0.7421

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

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