CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 14-Feb-2017
Day Change Summary
Previous Current
13-Feb-2017 14-Feb-2017 Change Change % Previous Week
Open 0.7646 0.7663 0.0017 0.2% 0.7688
High 0.7668 0.7686 0.0018 0.2% 0.7697
Low 0.7631 0.7639 0.0009 0.1% 0.7579
Close 0.7662 0.7658 -0.0004 -0.1% 0.7649
Range 0.0038 0.0047 0.0009 24.0% 0.0118
ATR 0.0058 0.0057 -0.0001 -1.4% 0.0000
Volume 162 529 367 226.5% 1,477
Daily Pivots for day following 14-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7800 0.7775 0.7683
R3 0.7754 0.7729 0.7670
R2 0.7707 0.7707 0.7666
R1 0.7682 0.7682 0.7662 0.7672
PP 0.7661 0.7661 0.7661 0.7655
S1 0.7636 0.7636 0.7653 0.7625
S2 0.7614 0.7614 0.7649
S3 0.7568 0.7589 0.7645
S4 0.7521 0.7543 0.7632
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 0.7586 0.0102 1.3% 0.0048 0.6% 70% False False 321
10 0.7715 0.7579 0.0135 1.8% 0.0052 0.7% 58% False False 300
20 0.7723 0.7484 0.0239 3.1% 0.0061 0.8% 73% False False 276
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.7% 82% False False 213
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7807
1.618 0.7761
1.000 0.7732
0.618 0.7714
HIGH 0.7686
0.618 0.7668
0.500 0.7662
0.382 0.7657
LOW 0.7639
0.618 0.7610
1.000 0.7593
1.618 0.7564
2.618 0.7517
4.250 0.7441
Fisher Pivots for day following 14-Feb-2017
Pivot 1 day 3 day
R1 0.7662 0.7655
PP 0.7661 0.7652
S1 0.7659 0.7649

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

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