CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 0.7817 0.7883 0.0065 0.8% 0.7892
High 0.7854 0.7885 0.0032 0.4% 0.7897
Low 0.7806 0.7836 0.0030 0.4% 0.7810
Close 0.7839 0.7883 0.0043 0.6% 0.7847
Range 0.0048 0.0050 0.0002 4.2% 0.0087
ATR 0.0046 0.0046 0.0000 0.6% 0.0000
Volume 303 276 -27 -8.9% 2,376
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8016 0.7999 0.7910
R3 0.7967 0.7949 0.7896
R2 0.7917 0.7917 0.7892
R1 0.7900 0.7900 0.7887 0.7907
PP 0.7868 0.7868 0.7868 0.7871
S1 0.7850 0.7850 0.7878 0.7858
S2 0.7818 0.7818 0.7873
S3 0.7769 0.7801 0.7869
S4 0.7719 0.7751 0.7855
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8112 0.8066 0.7894
R3 0.8025 0.7979 0.7870
R2 0.7938 0.7938 0.7862
R1 0.7892 0.7892 0.7854 0.7872
PP 0.7851 0.7851 0.7851 0.7841
S1 0.7805 0.7805 0.7839 0.7785
S2 0.7764 0.7764 0.7831
S3 0.7677 0.7718 0.7823
S4 0.7590 0.7631 0.7799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7806 0.0079 1.0% 0.0045 0.6% 97% True False 308
10 0.7904 0.7806 0.0098 1.2% 0.0040 0.5% 78% False False 357
20 0.7904 0.7754 0.0150 1.9% 0.0043 0.5% 86% False False 256
40 0.8060 0.7754 0.0306 3.9% 0.0044 0.6% 42% False False 194
60 0.8290 0.7754 0.0536 6.8% 0.0053 0.7% 24% False False 161
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8095
2.618 0.8015
1.618 0.7965
1.000 0.7935
0.618 0.7916
HIGH 0.7885
0.618 0.7866
0.500 0.7860
0.382 0.7854
LOW 0.7836
0.618 0.7805
1.000 0.7786
1.618 0.7755
2.618 0.7706
4.250 0.7625
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 0.7875 0.7870
PP 0.7868 0.7858
S1 0.7860 0.7846

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

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