CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 0.7617 0.7646 0.0029 0.4% 0.7688
High 0.7688 0.7668 -0.0020 -0.3% 0.7697
Low 0.7610 0.7631 0.0021 0.3% 0.7579
Close 0.7649 0.7662 0.0013 0.2% 0.7649
Range 0.0078 0.0038 -0.0041 -51.9% 0.0118
ATR 0.0060 0.0058 -0.0002 -2.7% 0.0000
Volume 533 162 -371 -69.6% 1,477
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7766 0.7751 0.7682
R3 0.7728 0.7714 0.7672
R2 0.7691 0.7691 0.7668
R1 0.7676 0.7676 0.7665 0.7684
PP 0.7653 0.7653 0.7653 0.7657
S1 0.7639 0.7639 0.7658 0.7646
S2 0.7616 0.7616 0.7655
S3 0.7578 0.7601 0.7651
S4 0.7541 0.7564 0.7641
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7996 0.7940 0.7714
R3 0.7878 0.7822 0.7681
R2 0.7760 0.7760 0.7671
R1 0.7704 0.7704 0.7660 0.7673
PP 0.7642 0.7642 0.7642 0.7626
S1 0.7586 0.7586 0.7638 0.7555
S2 0.7524 0.7524 0.7627
S3 0.7406 0.7468 0.7617
S4 0.7288 0.7350 0.7584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7579 0.0109 1.4% 0.0054 0.7% 76% False False 283
10 0.7723 0.7579 0.0144 1.9% 0.0056 0.7% 57% False False 265
20 0.7723 0.7484 0.0239 3.1% 0.0063 0.8% 74% False False 261
40 0.7723 0.7371 0.0352 4.6% 0.0058 0.8% 83% False False 204
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7827
2.618 0.7766
1.618 0.7729
1.000 0.7706
0.618 0.7691
HIGH 0.7668
0.618 0.7654
0.500 0.7649
0.382 0.7645
LOW 0.7631
0.618 0.7607
1.000 0.7593
1.618 0.7570
2.618 0.7532
4.250 0.7471
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 0.7657 0.7656
PP 0.7653 0.7651
S1 0.7649 0.7646

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

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