CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 0.7618 0.7618 -0.0001 0.0% 0.7565
High 0.7639 0.7693 0.0054 0.7% 0.7687
Low 0.7609 0.7597 -0.0012 -0.2% 0.7535
Close 0.7635 0.7675 0.0040 0.5% 0.7635
Range 0.0031 0.0096 0.0065 214.8% 0.0152
ATR 0.0054 0.0057 0.0003 5.6% 0.0000
Volume 53 228 175 330.2% 940
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7943 0.7905 0.7728
R3 0.7847 0.7809 0.7701
R2 0.7751 0.7751 0.7693
R1 0.7713 0.7713 0.7684 0.7732
PP 0.7655 0.7655 0.7655 0.7664
S1 0.7617 0.7617 0.7666 0.7636
S2 0.7559 0.7559 0.7657
S3 0.7463 0.7521 0.7649
S4 0.7367 0.7425 0.7622
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8075 0.8007 0.7719
R3 0.7923 0.7855 0.7677
R2 0.7771 0.7771 0.7663
R1 0.7703 0.7703 0.7649 0.7737
PP 0.7619 0.7619 0.7619 0.7636
S1 0.7551 0.7551 0.7621 0.7585
S2 0.7467 0.7467 0.7607
S3 0.7315 0.7399 0.7593
S4 0.7163 0.7247 0.7551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7693 0.7535 0.0158 2.1% 0.0069 0.9% 89% True False 193
10 0.7693 0.7446 0.0247 3.2% 0.0064 0.8% 93% True False 177
20 0.7693 0.7371 0.0322 4.2% 0.0053 0.7% 95% True False 149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8100
2.618 0.7944
1.618 0.7848
1.000 0.7788
0.618 0.7752
HIGH 0.7693
0.618 0.7656
0.500 0.7645
0.382 0.7633
LOW 0.7597
0.618 0.7537
1.000 0.7501
1.618 0.7441
2.618 0.7345
4.250 0.7189
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 0.7665 0.7665
PP 0.7655 0.7655
S1 0.7645 0.7645

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

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