CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 0.7635 0.7635 0.0001 0.0% 0.7641
High 0.7668 0.7644 -0.0025 -0.3% 0.7668
Low 0.7624 0.7587 -0.0036 -0.5% 0.7560
Close 0.7636 0.7605 -0.0031 -0.4% 0.7636
Range 0.0045 0.0056 0.0012 27.0% 0.0108
ATR 0.0054 0.0054 0.0000 0.3% 0.0000
Volume 66,689 58,353 -8,336 -12.5% 243,274
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7781 0.7749 0.7636
R3 0.7725 0.7693 0.7620
R2 0.7668 0.7668 0.7615
R1 0.7636 0.7636 0.7610 0.7624
PP 0.7612 0.7612 0.7612 0.7606
S1 0.7580 0.7580 0.7599 0.7568
S2 0.7555 0.7555 0.7594
S3 0.7499 0.7523 0.7589
S4 0.7442 0.7467 0.7573
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7945 0.7898 0.7695
R3 0.7837 0.7790 0.7665
R2 0.7729 0.7729 0.7655
R1 0.7682 0.7682 0.7645 0.7652
PP 0.7621 0.7621 0.7621 0.7606
S1 0.7574 0.7574 0.7626 0.7544
S2 0.7513 0.7513 0.7616
S3 0.7405 0.7466 0.7606
S4 0.7297 0.7358 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7560 0.0108 1.4% 0.0055 0.7% 41% False False 60,325
10 0.7688 0.7560 0.0128 1.7% 0.0047 0.6% 35% False False 54,666
20 0.7715 0.7560 0.0155 2.0% 0.0052 0.7% 29% False False 54,825
40 0.7715 0.7382 0.0332 4.4% 0.0060 0.8% 67% False False 61,489
60 0.7715 0.7361 0.0354 4.7% 0.0057 0.7% 69% False False 50,098
80 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 69% False False 37,738
100 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 69% False False 30,246
120 0.7803 0.7361 0.0442 5.8% 0.0057 0.7% 55% False False 25,229
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7884
2.618 0.7791
1.618 0.7735
1.000 0.7700
0.618 0.7678
HIGH 0.7644
0.618 0.7622
0.500 0.7615
0.382 0.7609
LOW 0.7587
0.618 0.7552
1.000 0.7531
1.618 0.7496
2.618 0.7439
4.250 0.7347
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 0.7615 0.7628
PP 0.7612 0.7620
S1 0.7608 0.7612

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

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