CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 0.7683 0.7676 -0.0007 -0.1% 0.7514
High 0.7683 0.7715 0.0032 0.4% 0.7672
Low 0.7645 0.7674 0.0030 0.4% 0.7512
Close 0.7677 0.7686 0.0008 0.1% 0.7628
Range 0.0038 0.0040 0.0002 5.2% 0.0160
ATR 0.0062 0.0060 -0.0002 -2.4% 0.0000
Volume 218 358 140 64.2% 832
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7813 0.7790 0.7708
R3 0.7772 0.7749 0.7697
R2 0.7732 0.7732 0.7693
R1 0.7709 0.7709 0.7689 0.7720
PP 0.7691 0.7691 0.7691 0.7697
S1 0.7668 0.7668 0.7682 0.7680
S2 0.7651 0.7651 0.7678
S3 0.7610 0.7628 0.7674
S4 0.7570 0.7587 0.7663
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 0.7723 0.7608 0.0115 1.5% 0.0051 0.7% 68% False False 221
10 0.7723 0.7484 0.0239 3.1% 0.0058 0.8% 84% False False 227
20 0.7723 0.7484 0.0239 3.1% 0.0064 0.8% 84% False False 231
40 0.7723 0.7371 0.0352 4.6% 0.0055 0.7% 89% False False 186
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7821
1.618 0.7780
1.000 0.7755
0.618 0.7740
HIGH 0.7715
0.618 0.7699
0.500 0.7694
0.382 0.7689
LOW 0.7674
0.618 0.7649
1.000 0.7634
1.618 0.7608
2.618 0.7568
4.250 0.7502
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 0.7694 0.7683
PP 0.7691 0.7681
S1 0.7688 0.7678

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

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