CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 0.7883 0.7880 -0.0003 0.0% 0.7839
High 0.7885 0.7900 0.0015 0.2% 0.7900
Low 0.7836 0.7858 0.0022 0.3% 0.7806
Close 0.7883 0.7877 -0.0005 -0.1% 0.7877
Range 0.0050 0.0043 -0.0007 -14.1% 0.0094
ATR 0.0046 0.0046 0.0000 -0.5% 0.0000
Volume 276 331 55 19.9% 1,353
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8006 0.7984 0.7900
R3 0.7963 0.7941 0.7889
R2 0.7921 0.7921 0.7885
R1 0.7899 0.7899 0.7881 0.7889
PP 0.7878 0.7878 0.7878 0.7873
S1 0.7856 0.7856 0.7873 0.7846
S2 0.7836 0.7836 0.7869
S3 0.7793 0.7814 0.7865
S4 0.7751 0.7771 0.7854
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8143 0.8104 0.7929
R3 0.8049 0.8010 0.7903
R2 0.7955 0.7955 0.7894
R1 0.7916 0.7916 0.7886 0.7936
PP 0.7861 0.7861 0.7861 0.7871
S1 0.7822 0.7822 0.7868 0.7842
S2 0.7767 0.7767 0.7860
S3 0.7673 0.7728 0.7851
S4 0.7579 0.7634 0.7825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7806 0.0094 1.2% 0.0048 0.6% 76% True False 341
10 0.7903 0.7806 0.0097 1.2% 0.0041 0.5% 73% False False 379
20 0.7904 0.7754 0.0150 1.9% 0.0043 0.5% 82% False False 264
40 0.8055 0.7754 0.0301 3.8% 0.0043 0.6% 41% False False 200
60 0.8290 0.7754 0.0536 6.8% 0.0052 0.7% 23% False False 165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8081
2.618 0.8011
1.618 0.7969
1.000 0.7943
0.618 0.7926
HIGH 0.7900
0.618 0.7884
0.500 0.7879
0.382 0.7874
LOW 0.7858
0.618 0.7831
1.000 0.7815
1.618 0.7789
2.618 0.7746
4.250 0.7677
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 0.7879 0.7869
PP 0.7878 0.7861
S1 0.7878 0.7853

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

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