CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 0.7778 0.7816 0.0038 0.5% 0.7805
High 0.7822 0.7873 0.0052 0.7% 0.7873
Low 0.7778 0.7803 0.0026 0.3% 0.7754
Close 0.7817 0.7846 0.0029 0.4% 0.7846
Range 0.0044 0.0070 0.0026 59.1% 0.0119
ATR 0.0050 0.0051 0.0001 2.9% 0.0000
Volume 80 132 52 65.0% 799
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8051 0.8018 0.7885
R3 0.7981 0.7948 0.7865
R2 0.7911 0.7911 0.7859
R1 0.7878 0.7878 0.7852 0.7895
PP 0.7841 0.7841 0.7841 0.7849
S1 0.7808 0.7808 0.7840 0.7825
S2 0.7771 0.7771 0.7833
S3 0.7701 0.7738 0.7827
S4 0.7631 0.7668 0.7807
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8181 0.8133 0.7911
R3 0.8062 0.8014 0.7879
R2 0.7943 0.7943 0.7868
R1 0.7895 0.7895 0.7857 0.7919
PP 0.7824 0.7824 0.7824 0.7837
S1 0.7776 0.7776 0.7835 0.7800
S2 0.7705 0.7705 0.7824
S3 0.7586 0.7657 0.7813
S4 0.7467 0.7538 0.7781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7873 0.7754 0.0119 1.5% 0.0044 0.6% 77% True False 159
10 0.7932 0.7754 0.0178 2.3% 0.0049 0.6% 52% False False 179
20 0.8044 0.7754 0.0290 3.7% 0.0044 0.6% 32% False False 158
40 0.8275 0.7754 0.0521 6.6% 0.0051 0.6% 18% False False 124
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 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8171
2.618 0.8056
1.618 0.7986
1.000 0.7943
0.618 0.7916
HIGH 0.7873
0.618 0.7846
0.500 0.7838
0.382 0.7830
LOW 0.7803
0.618 0.7760
1.000 0.7733
1.618 0.7690
2.618 0.7620
4.250 0.7505
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 0.7843 0.7836
PP 0.7841 0.7826
S1 0.7838 0.7815

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

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