CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 0.7537 0.7514 -0.0024 -0.3% 0.7618
High 0.7540 0.7577 0.0037 0.5% 0.7693
Low 0.7484 0.7512 0.0028 0.4% 0.7484
Close 0.7527 0.7562 0.0035 0.5% 0.7527
Range 0.0056 0.0065 0.0009 16.2% 0.0209
ATR 0.0062 0.0062 0.0000 0.3% 0.0000
Volume 432 187 -245 -56.7% 1,495
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7744 0.7717 0.7597
R3 0.7679 0.7653 0.7579
R2 0.7615 0.7615 0.7573
R1 0.7588 0.7588 0.7567 0.7601
PP 0.7550 0.7550 0.7550 0.7557
S1 0.7524 0.7524 0.7556 0.7537
S2 0.7485 0.7485 0.7550
S3 0.7421 0.7459 0.7544
S4 0.7356 0.7394 0.7526
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8193 0.8069 0.7642
R3 0.7985 0.7860 0.7584
R2 0.7776 0.7776 0.7565
R1 0.7652 0.7652 0.7546 0.7610
PP 0.7568 0.7568 0.7568 0.7547
S1 0.7443 0.7443 0.7508 0.7401
S2 0.7359 0.7359 0.7489
S3 0.7151 0.7235 0.7470
S4 0.6942 0.7026 0.7412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7693 0.7484 0.0209 2.8% 0.0081 1.1% 37% False False 336
10 0.7693 0.7484 0.0209 2.8% 0.0070 0.9% 37% False False 262
20 0.7693 0.7371 0.0322 4.3% 0.0060 0.8% 59% False False 211
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7851
2.618 0.7745
1.618 0.7681
1.000 0.7641
0.618 0.7616
HIGH 0.7577
0.618 0.7552
0.500 0.7544
0.382 0.7537
LOW 0.7512
0.618 0.7472
1.000 0.7447
1.618 0.7408
2.618 0.7343
4.250 0.7238
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 0.7556 0.7551
PP 0.7550 0.7541
S1 0.7544 0.7530

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

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