CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 0.7650 0.7628 -0.0022 -0.3% 0.7514
High 0.7652 0.7659 0.0008 0.1% 0.7672
Low 0.7616 0.7608 -0.0008 -0.1% 0.7512
Close 0.7628 0.7639 0.0011 0.1% 0.7628
Range 0.0036 0.0052 0.0016 45.1% 0.0160
ATR 0.0061 0.0061 -0.0001 -1.2% 0.0000
Volume 96 251 155 161.5% 832
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7790 0.7766 0.7667
R3 0.7738 0.7714 0.7653
R2 0.7687 0.7687 0.7648
R1 0.7663 0.7663 0.7644 0.7675
PP 0.7635 0.7635 0.7635 0.7641
S1 0.7611 0.7611 0.7634 0.7623
S2 0.7584 0.7584 0.7630
S3 0.7532 0.7560 0.7625
S4 0.7481 0.7508 0.7611
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8082 0.8015 0.7716
R3 0.7923 0.7855 0.7672
R2 0.7763 0.7763 0.7657
R1 0.7696 0.7696 0.7643 0.7730
PP 0.7604 0.7604 0.7604 0.7621
S1 0.7536 0.7536 0.7613 0.7570
S2 0.7444 0.7444 0.7599
S3 0.7285 0.7377 0.7584
S4 0.7125 0.7217 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7534 0.0138 1.8% 0.0059 0.8% 76% False False 179
10 0.7693 0.7484 0.0209 2.7% 0.0070 0.9% 74% False False 257
20 0.7693 0.7420 0.0273 3.6% 0.0065 0.8% 80% False False 219
40 0.7693 0.7371 0.0322 4.2% 0.0055 0.7% 83% False False 170
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7794
1.618 0.7742
1.000 0.7711
0.618 0.7691
HIGH 0.7659
0.618 0.7639
0.500 0.7633
0.382 0.7627
LOW 0.7608
0.618 0.7576
1.000 0.7556
1.618 0.7524
2.618 0.7473
4.250 0.7389
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 0.7637 0.7640
PP 0.7635 0.7639
S1 0.7633 0.7639

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.