CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 25-Oct-2017
Day Change Summary
Previous Current
24-Oct-2017 25-Oct-2017 Change Change % Previous Week
Open 0.7917 0.7901 -0.0016 -0.2% 0.8022
High 0.7929 0.7919 -0.0010 -0.1% 0.8039
Low 0.7888 0.7813 -0.0075 -1.0% 0.7928
Close 0.7899 0.7815 -0.0084 -1.1% 0.7928
Range 0.0042 0.0106 0.0065 156.6% 0.0111
ATR 0.0050 0.0054 0.0004 8.1% 0.0000
Volume 81 439 358 442.0% 862
Daily Pivots for day following 25-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8168 0.8098 0.7874
R3 0.8062 0.7992 0.7844
R2 0.7955 0.7955 0.7835
R1 0.7885 0.7885 0.7825 0.7867
PP 0.7849 0.7849 0.7849 0.7840
S1 0.7779 0.7779 0.7805 0.7761
S2 0.7742 0.7742 0.7795
S3 0.7636 0.7672 0.7786
S4 0.7529 0.7566 0.7756
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8298 0.8224 0.7989
R3 0.8187 0.8113 0.7959
R2 0.8076 0.8076 0.7948
R1 0.8002 0.8002 0.7938 0.7983
PP 0.7965 0.7965 0.7965 0.7955
S1 0.7891 0.7891 0.7918 0.7872
S2 0.7854 0.7854 0.7908
S3 0.7743 0.7780 0.7897
S4 0.7632 0.7669 0.7867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7813 0.0226 2.9% 0.0059 0.7% 1% False True 202
10 0.8044 0.7813 0.0232 3.0% 0.0050 0.6% 1% False True 179
20 0.8060 0.7813 0.0247 3.2% 0.0044 0.6% 1% False True 132
40 0.8290 0.7813 0.0477 6.1% 0.0058 0.7% 1% False True 113
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 0.0008
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.8372
2.618 0.8198
1.618 0.8091
1.000 0.8025
0.618 0.7985
HIGH 0.7919
0.618 0.7878
0.500 0.7866
0.382 0.7853
LOW 0.7813
0.618 0.7747
1.000 0.7706
1.618 0.7640
2.618 0.7534
4.250 0.7360
Fisher Pivots for day following 25-Oct-2017
Pivot 1 day 3 day
R1 0.7866 0.7872
PP 0.7849 0.7853
S1 0.7832 0.7834

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.