CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 0.7867 0.7858 -0.0009 -0.1% 0.7846
High 0.7884 0.7877 -0.0007 -0.1% 0.7904
Low 0.7843 0.7831 -0.0012 -0.1% 0.7813
Close 0.7867 0.7844 -0.0023 -0.3% 0.7898
Range 0.0041 0.0046 0.0005 11.0% 0.0092
ATR 0.0046 0.0046 0.0000 -0.1% 0.0000
Volume 1,384 284 -1,100 -79.5% 594
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7987 0.7961 0.7869
R3 0.7941 0.7915 0.7856
R2 0.7896 0.7896 0.7852
R1 0.7870 0.7870 0.7848 0.7860
PP 0.7850 0.7850 0.7850 0.7846
S1 0.7824 0.7824 0.7839 0.7815
S2 0.7805 0.7805 0.7835
S3 0.7759 0.7779 0.7831
S4 0.7714 0.7733 0.7818
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 0.7831 0.0073 0.9% 0.0036 0.5% 17% False True 406
10 0.7904 0.7778 0.0127 1.6% 0.0043 0.6% 52% False False 266
20 0.8039 0.7754 0.0285 3.6% 0.0047 0.6% 31% False False 230
40 0.8161 0.7754 0.0407 5.2% 0.0045 0.6% 22% False False 164
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 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8070
2.618 0.7996
1.618 0.7950
1.000 0.7922
0.618 0.7905
HIGH 0.7877
0.618 0.7859
0.500 0.7854
0.382 0.7848
LOW 0.7831
0.618 0.7803
1.000 0.7786
1.618 0.7757
2.618 0.7712
4.250 0.7638
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 0.7854 0.7864
PP 0.7850 0.7857
S1 0.7847 0.7850

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

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