CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 0.7591 0.7619 0.0029 0.4% 0.7628
High 0.7622 0.7646 0.0024 0.3% 0.7723
Low 0.7586 0.7604 0.0018 0.2% 0.7608
Close 0.7611 0.7622 0.0011 0.1% 0.7690
Range 0.0036 0.0041 0.0006 16.9% 0.0115
ATR 0.0060 0.0058 -0.0001 -2.2% 0.0000
Volume 138 246 108 78.3% 1,271
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7748 0.7726 0.7644
R3 0.7707 0.7685 0.7633
R2 0.7665 0.7665 0.7629
R1 0.7643 0.7643 0.7625 0.7654
PP 0.7624 0.7624 0.7624 0.7629
S1 0.7602 0.7602 0.7618 0.7613
S2 0.7582 0.7582 0.7614
S3 0.7541 0.7560 0.7610
S4 0.7499 0.7519 0.7599
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 0.7706 0.7579 0.0127 1.7% 0.0056 0.7% 33% False False 240
10 0.7723 0.7579 0.0144 1.9% 0.0053 0.7% 30% False False 231
20 0.7723 0.7484 0.0239 3.1% 0.0063 0.8% 58% False False 252
40 0.7723 0.7371 0.0352 4.6% 0.0058 0.8% 71% False False 197
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7754
1.618 0.7713
1.000 0.7687
0.618 0.7671
HIGH 0.7646
0.618 0.7630
0.500 0.7625
0.382 0.7620
LOW 0.7604
0.618 0.7578
1.000 0.7563
1.618 0.7537
2.618 0.7495
4.250 0.7428
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 0.7625 0.7621
PP 0.7624 0.7620
S1 0.7623 0.7619

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

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