CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 0.7684 0.7688 0.0005 0.1% 0.7628
High 0.7706 0.7697 -0.0009 -0.1% 0.7723
Low 0.7658 0.7624 -0.0035 -0.5% 0.7608
Close 0.7690 0.7650 -0.0040 -0.5% 0.7690
Range 0.0048 0.0074 0.0026 53.1% 0.0115
ATR 0.0059 0.0060 0.0001 1.7% 0.0000
Volume 260 221 -39 -15.0% 1,271
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7877 0.7837 0.7690
R3 0.7804 0.7763 0.7670
R2 0.7730 0.7730 0.7663
R1 0.7690 0.7690 0.7656 0.7673
PP 0.7657 0.7657 0.7657 0.7648
S1 0.7616 0.7616 0.7643 0.7600
S2 0.7583 0.7583 0.7636
S3 0.7510 0.7543 0.7629
S4 0.7436 0.7469 0.7609
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.8018 0.7969 0.7753
R3 0.7903 0.7854 0.7721
R2 0.7788 0.7788 0.7711
R1 0.7739 0.7739 0.7700 0.7764
PP 0.7673 0.7673 0.7673 0.7686
S1 0.7624 0.7624 0.7679 0.7649
S2 0.7558 0.7558 0.7668
S3 0.7443 0.7509 0.7658
S4 0.7328 0.7394 0.7626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7723 0.7624 0.0099 1.3% 0.0058 0.8% 26% False True 248
10 0.7723 0.7534 0.0189 2.5% 0.0059 0.8% 61% False False 213
20 0.7723 0.7484 0.0239 3.1% 0.0064 0.8% 69% False False 237
40 0.7723 0.7371 0.0352 4.6% 0.0056 0.7% 79% False False 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7889
1.618 0.7816
1.000 0.7771
0.618 0.7742
HIGH 0.7697
0.618 0.7669
0.500 0.7660
0.382 0.7652
LOW 0.7624
0.618 0.7578
1.000 0.7550
1.618 0.7505
2.618 0.7431
4.250 0.7311
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 0.7660 0.7669
PP 0.7657 0.7663
S1 0.7653 0.7656

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

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