CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 0.7814 0.7783 -0.0031 -0.4% 0.7839
High 0.7820 0.7791 -0.0030 -0.4% 0.7900
Low 0.7780 0.7758 -0.0022 -0.3% 0.7806
Close 0.7794 0.7761 -0.0033 -0.4% 0.7877
Range 0.0040 0.0033 -0.0007 -18.7% 0.0094
ATR 0.0045 0.0045 -0.0001 -1.6% 0.0000
Volume 765 1,018 253 33.1% 1,353
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7867 0.7847 0.7779
R3 0.7835 0.7814 0.7770
R2 0.7802 0.7802 0.7767
R1 0.7782 0.7782 0.7764 0.7776
PP 0.7770 0.7770 0.7770 0.7767
S1 0.7749 0.7749 0.7758 0.7743
S2 0.7737 0.7737 0.7755
S3 0.7705 0.7717 0.7752
S4 0.7672 0.7684 0.7743
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 0.7758 0.0142 1.8% 0.0042 0.5% 2% False True 680
10 0.7900 0.7758 0.0142 1.8% 0.0043 0.6% 2% False True 494
20 0.7904 0.7758 0.0146 1.9% 0.0043 0.6% 2% False True 380
40 0.8044 0.7754 0.0290 3.7% 0.0044 0.6% 2% False False 268
60 0.8290 0.7754 0.0536 6.9% 0.0049 0.6% 1% False False 209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7929
2.618 0.7876
1.618 0.7843
1.000 0.7823
0.618 0.7811
HIGH 0.7791
0.618 0.7778
0.500 0.7774
0.382 0.7770
LOW 0.7758
0.618 0.7738
1.000 0.7725
1.618 0.7705
2.618 0.7673
4.250 0.7620
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 0.7774 0.7804
PP 0.7770 0.7790
S1 0.7765 0.7775

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.