CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 0.7842 0.7873 0.0031 0.4% 0.7805
High 0.7875 0.7904 0.0030 0.4% 0.7873
Low 0.7842 0.7864 0.0022 0.3% 0.7754
Close 0.7869 0.7902 0.0033 0.4% 0.7846
Range 0.0033 0.0041 0.0008 22.7% 0.0119
ATR 0.0051 0.0050 -0.0001 -1.4% 0.0000
Volume 182 113 -69 -37.9% 799
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8011 0.7997 0.7924
R3 0.7971 0.7957 0.7913
R2 0.7930 0.7930 0.7909
R1 0.7916 0.7916 0.7906 0.7923
PP 0.7890 0.7890 0.7890 0.7893
S1 0.7876 0.7876 0.7898 0.7883
S2 0.7849 0.7849 0.7895
S3 0.7809 0.7835 0.7891
S4 0.7768 0.7795 0.7880
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 0.7904 0.7803 0.0101 1.3% 0.0050 0.6% 98% True False 132
10 0.7904 0.7754 0.0150 1.9% 0.0046 0.6% 99% True False 149
20 0.8039 0.7754 0.0285 3.6% 0.0048 0.6% 52% False False 164
40 0.8250 0.7754 0.0496 6.3% 0.0050 0.6% 30% False False 127
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8076
2.618 0.8010
1.618 0.7970
1.000 0.7945
0.618 0.7929
HIGH 0.7904
0.618 0.7889
0.500 0.7884
0.382 0.7879
LOW 0.7864
0.618 0.7838
1.000 0.7823
1.618 0.7798
2.618 0.7757
4.250 0.7691
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 0.7896 0.7887
PP 0.7890 0.7873
S1 0.7884 0.7858

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

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