CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 0.7688 0.7655 -0.0033 -0.4% 0.7628
High 0.7697 0.7659 -0.0039 -0.5% 0.7723
Low 0.7624 0.7579 -0.0044 -0.6% 0.7608
Close 0.7650 0.7608 -0.0042 -0.5% 0.7690
Range 0.0074 0.0079 0.0006 8.2% 0.0115
ATR 0.0060 0.0062 0.0001 2.3% 0.0000
Volume 221 339 118 53.4% 1,271
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7854 0.7810 0.7652
R3 0.7774 0.7731 0.7630
R2 0.7695 0.7695 0.7623
R1 0.7651 0.7651 0.7615 0.7633
PP 0.7615 0.7615 0.7615 0.7606
S1 0.7572 0.7572 0.7601 0.7554
S2 0.7536 0.7536 0.7593
S3 0.7456 0.7492 0.7586
S4 0.7377 0.7413 0.7564
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 0.7715 0.7579 0.0135 1.8% 0.0056 0.7% 21% False True 279
10 0.7723 0.7579 0.0144 1.9% 0.0056 0.7% 20% False True 218
20 0.7723 0.7484 0.0239 3.1% 0.0066 0.9% 52% False False 244
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.8% 67% False False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7996
2.618 0.7867
1.618 0.7787
1.000 0.7738
0.618 0.7708
HIGH 0.7659
0.618 0.7628
0.500 0.7619
0.382 0.7609
LOW 0.7579
0.618 0.7530
1.000 0.7500
1.618 0.7450
2.618 0.7371
4.250 0.7241
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 0.7619 0.7643
PP 0.7615 0.7631
S1 0.7612 0.7620

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

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