CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 0.7660 0.7644 -0.0015 -0.2% 0.7646
High 0.7665 0.7656 -0.0009 -0.1% 0.7695
Low 0.7627 0.7604 -0.0023 -0.3% 0.7627
Close 0.7640 0.7619 -0.0022 -0.3% 0.7640
Range 0.0038 0.0051 0.0014 35.5% 0.0068
ATR 0.0053 0.0053 0.0000 -0.3% 0.0000
Volume 272 399 127 46.7% 1,759
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7780 0.7751 0.7647
R3 0.7729 0.7699 0.7633
R2 0.7677 0.7677 0.7628
R1 0.7648 0.7648 0.7623 0.7637
PP 0.7626 0.7626 0.7626 0.7621
S1 0.7597 0.7597 0.7614 0.7586
S2 0.7575 0.7575 0.7609
S3 0.7523 0.7545 0.7604
S4 0.7472 0.7494 0.7590
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7859 0.7818 0.7678
R3 0.7791 0.7750 0.7659
R2 0.7722 0.7722 0.7653
R1 0.7681 0.7681 0.7646 0.7668
PP 0.7654 0.7654 0.7654 0.7647
S1 0.7613 0.7613 0.7634 0.7599
S2 0.7585 0.7585 0.7627
S3 0.7517 0.7544 0.7621
S4 0.7448 0.7476 0.7602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7695 0.7604 0.0091 1.2% 0.0041 0.5% 16% False True 399
10 0.7695 0.7579 0.0116 1.5% 0.0048 0.6% 34% False False 341
20 0.7723 0.7534 0.0189 2.5% 0.0053 0.7% 45% False False 277
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.7% 70% False False 244
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7874
2.618 0.7790
1.618 0.7739
1.000 0.7707
0.618 0.7687
HIGH 0.7656
0.618 0.7636
0.500 0.7630
0.382 0.7624
LOW 0.7604
0.618 0.7572
1.000 0.7553
1.618 0.7521
2.618 0.7469
4.250 0.7385
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 0.7630 0.7650
PP 0.7626 0.7639
S1 0.7622 0.7629

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.