CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 0.7892 0.7867 -0.0026 -0.3% 0.7846
High 0.7897 0.7884 -0.0014 -0.2% 0.7904
Low 0.7860 0.7843 -0.0018 -0.2% 0.7813
Close 0.7869 0.7867 -0.0002 0.0% 0.7898
Range 0.0037 0.0041 0.0004 10.8% 0.0092
ATR 0.0047 0.0046 0.0000 -0.9% 0.0000
Volume 188 1,384 1,196 636.2% 594
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7987 0.7968 0.7889
R3 0.7946 0.7927 0.7878
R2 0.7905 0.7905 0.7874
R1 0.7886 0.7886 0.7870 0.7887
PP 0.7864 0.7864 0.7864 0.7865
S1 0.7845 0.7845 0.7863 0.7846
S2 0.7823 0.7823 0.7859
S3 0.7782 0.7804 0.7855
S4 0.7741 0.7763 0.7844
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8146 0.8113 0.7948
R3 0.8054 0.8022 0.7923
R2 0.7963 0.7963 0.7914
R1 0.7930 0.7930 0.7906 0.7947
PP 0.7871 0.7871 0.7871 0.7880
S1 0.7839 0.7839 0.7889 0.7855
S2 0.7780 0.7780 0.7881
S3 0.7688 0.7747 0.7872
S4 0.7597 0.7656 0.7847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7904 0.7842 0.0063 0.8% 0.0033 0.4% 40% False False 385
10 0.7904 0.7758 0.0147 1.9% 0.0042 0.5% 74% False False 252
20 0.8039 0.7754 0.0285 3.6% 0.0047 0.6% 40% False False 223
40 0.8200 0.7754 0.0446 5.7% 0.0047 0.6% 25% False False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8058
2.618 0.7991
1.618 0.7950
1.000 0.7925
0.618 0.7909
HIGH 0.7884
0.618 0.7868
0.500 0.7863
0.382 0.7858
LOW 0.7843
0.618 0.7817
1.000 0.7802
1.618 0.7776
2.618 0.7735
4.250 0.7668
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 0.7865 0.7873
PP 0.7864 0.7871
S1 0.7863 0.7869

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

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