CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 0.7805 0.7800 -0.0005 -0.1% 0.7925
High 0.7812 0.7804 -0.0008 -0.1% 0.7932
Low 0.7787 0.7754 -0.0033 -0.4% 0.7756
Close 0.7801 0.7765 -0.0036 -0.5% 0.7793
Range 0.0025 0.0050 0.0025 100.0% 0.0177
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 193 250 57 29.5% 995
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.7924 0.7895 0.7793
R3 0.7874 0.7845 0.7779
R2 0.7824 0.7824 0.7774
R1 0.7795 0.7795 0.7770 0.7785
PP 0.7774 0.7774 0.7774 0.7769
S1 0.7745 0.7745 0.7760 0.7735
S2 0.7724 0.7724 0.7756
S3 0.7674 0.7695 0.7751
S4 0.7624 0.7645 0.7738
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 0.7919 0.7754 0.0165 2.1% 0.0057 0.7% 7% False True 245
10 0.8039 0.7754 0.0285 3.7% 0.0051 0.7% 4% False True 195
20 0.8044 0.7754 0.0290 3.7% 0.0044 0.6% 4% False True 152
40 0.8290 0.7754 0.0536 6.9% 0.0055 0.7% 2% False True 123
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 0.8017
2.618 0.7935
1.618 0.7885
1.000 0.7854
0.618 0.7835
HIGH 0.7804
0.618 0.7785
0.500 0.7779
0.382 0.7773
LOW 0.7754
0.618 0.7723
1.000 0.7704
1.618 0.7673
2.618 0.7623
4.250 0.7542
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 0.7779 0.7785
PP 0.7774 0.7778
S1 0.7770 0.7772

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.