CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 0.7640 0.7591 -0.0049 -0.6% 0.7644
High 0.7651 0.7604 -0.0047 -0.6% 0.7672
Low 0.7595 0.7519 -0.0076 -1.0% 0.7572
Close 0.7612 0.7533 -0.0080 -1.0% 0.7643
Range 0.0056 0.0085 0.0029 53.2% 0.0100
ATR 0.0053 0.0056 0.0003 5.4% 0.0000
Volume 939 5,706 4,767 507.7% 5,493
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7807 0.7755 0.7579
R3 0.7722 0.7670 0.7556
R2 0.7637 0.7637 0.7548
R1 0.7585 0.7585 0.7540 0.7568
PP 0.7552 0.7552 0.7552 0.7544
S1 0.7500 0.7500 0.7525 0.7483
S2 0.7467 0.7467 0.7517
S3 0.7382 0.7415 0.7509
S4 0.7297 0.7330 0.7486
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7929 0.7886 0.7698
R3 0.7829 0.7786 0.7670
R2 0.7729 0.7729 0.7661
R1 0.7686 0.7686 0.7652 0.7657
PP 0.7629 0.7629 0.7629 0.7615
S1 0.7586 0.7586 0.7633 0.7557
S2 0.7529 0.7529 0.7624
S3 0.7429 0.7486 0.7615
S4 0.7329 0.7386 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7519 0.0153 2.0% 0.0059 0.8% 9% False True 2,347
10 0.7695 0.7519 0.0176 2.3% 0.0050 0.7% 8% False True 1,373
20 0.7723 0.7519 0.0204 2.7% 0.0053 0.7% 7% False True 819
40 0.7723 0.7420 0.0303 4.0% 0.0059 0.8% 37% False False 519
60 0.7723 0.7371 0.0352 4.7% 0.0054 0.7% 46% False False 387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7827
1.618 0.7742
1.000 0.7689
0.618 0.7657
HIGH 0.7604
0.618 0.7572
0.500 0.7562
0.382 0.7551
LOW 0.7519
0.618 0.7466
1.000 0.7434
1.618 0.7381
2.618 0.7296
4.250 0.7158
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 0.7562 0.7596
PP 0.7552 0.7575
S1 0.7542 0.7554

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

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