CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 0.7828 0.7782 -0.0046 -0.6% 0.7925
High 0.7832 0.7815 -0.0017 -0.2% 0.7932
Low 0.7789 0.7756 -0.0034 -0.4% 0.7756
Close 0.7791 0.7793 0.0002 0.0% 0.7793
Range 0.0043 0.0060 0.0017 40.0% 0.0177
ATR 0.0053 0.0053 0.0000 0.9% 0.0000
Volume 180 167 -13 -7.2% 995
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7966 0.7939 0.7825
R3 0.7907 0.7879 0.7809
R2 0.7847 0.7847 0.7803
R1 0.7820 0.7820 0.7798 0.7834
PP 0.7788 0.7788 0.7788 0.7795
S1 0.7760 0.7760 0.7787 0.7774
S2 0.7728 0.7728 0.7782
S3 0.7669 0.7701 0.7776
S4 0.7609 0.7641 0.7760
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8356 0.8251 0.7890
R3 0.8180 0.8074 0.7841
R2 0.8003 0.8003 0.7825
R1 0.7898 0.7898 0.7809 0.7862
PP 0.7827 0.7827 0.7827 0.7809
S1 0.7721 0.7721 0.7776 0.7686
S2 0.7650 0.7650 0.7760
S3 0.7474 0.7545 0.7744
S4 0.7297 0.7368 0.7695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7932 0.7756 0.0177 2.3% 0.0055 0.7% 21% False True 199
10 0.8039 0.7756 0.0283 3.6% 0.0053 0.7% 13% False True 185
20 0.8044 0.7756 0.0289 3.7% 0.0043 0.6% 13% False True 135
40 0.8290 0.7756 0.0534 6.9% 0.0056 0.7% 7% False True 120
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.7971
1.618 0.7911
1.000 0.7875
0.618 0.7852
HIGH 0.7815
0.618 0.7792
0.500 0.7785
0.382 0.7778
LOW 0.7756
0.618 0.7719
1.000 0.7696
1.618 0.7659
2.618 0.7600
4.250 0.7503
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 0.7790 0.7837
PP 0.7788 0.7822
S1 0.7785 0.7807

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

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