CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 0.7451 0.7464 0.0013 0.2% 0.7413
High 0.7477 0.7543 0.0066 0.9% 0.7477
Low 0.7446 0.7448 0.0002 0.0% 0.7371
Close 0.7461 0.7526 0.0065 0.9% 0.7451
Range 0.0032 0.0096 0.0064 203.2% 0.0106
ATR 0.0046 0.0050 0.0004 7.6% 0.0000
Volume 129 115 -14 -10.9% 514
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7792 0.7754 0.7578
R3 0.7696 0.7659 0.7552
R2 0.7601 0.7601 0.7543
R1 0.7563 0.7563 0.7534 0.7582
PP 0.7505 0.7505 0.7505 0.7515
S1 0.7468 0.7468 0.7517 0.7487
S2 0.7410 0.7410 0.7508
S3 0.7314 0.7372 0.7499
S4 0.7219 0.7277 0.7473
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7749 0.7705 0.7509
R3 0.7644 0.7600 0.7480
R2 0.7538 0.7538 0.7470
R1 0.7494 0.7494 0.7460 0.7516
PP 0.7433 0.7433 0.7433 0.7444
S1 0.7389 0.7389 0.7441 0.7411
S2 0.7327 0.7327 0.7431
S3 0.7222 0.7283 0.7421
S4 0.7116 0.7178 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7543 0.7371 0.0172 2.3% 0.0051 0.7% 90% True False 141
10 0.7543 0.7371 0.0172 2.3% 0.0047 0.6% 90% True False 133
20 0.7661 0.7371 0.0290 3.8% 0.0046 0.6% 53% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7949
2.618 0.7793
1.618 0.7698
1.000 0.7639
0.618 0.7602
HIGH 0.7543
0.618 0.7507
0.500 0.7495
0.382 0.7484
LOW 0.7448
0.618 0.7388
1.000 0.7352
1.618 0.7293
2.618 0.7197
4.250 0.7042
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 0.7515 0.7511
PP 0.7505 0.7496
S1 0.7495 0.7481

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

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