CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 0.7371 0.7346 -0.0025 -0.3% 0.7512
High 0.7390 0.7396 0.0006 0.1% 0.7546
Low 0.7346 0.7320 -0.0026 -0.4% 0.7399
Close 0.7350 0.7348 -0.0002 0.0% 0.7407
Range 0.0044 0.0077 0.0032 73.9% 0.0147
ATR 0.0048 0.0050 0.0002 4.3% 0.0000
Volume 98,913 94,035 -4,878 -4.9% 289,775
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7584 0.7543 0.7390
R3 0.7508 0.7466 0.7369
R2 0.7431 0.7431 0.7362
R1 0.7390 0.7390 0.7355 0.7410
PP 0.7355 0.7355 0.7355 0.7365
S1 0.7313 0.7313 0.7341 0.7334
S2 0.7278 0.7278 0.7334
S3 0.7202 0.7237 0.7327
S4 0.7125 0.7160 0.7306
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7892 0.7796 0.7488
R3 0.7745 0.7649 0.7447
R2 0.7598 0.7598 0.7434
R1 0.7502 0.7502 0.7420 0.7477
PP 0.7451 0.7451 0.7451 0.7438
S1 0.7355 0.7355 0.7394 0.7330
S2 0.7304 0.7304 0.7380
S3 0.7157 0.7208 0.7367
S4 0.7010 0.7061 0.7326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7320 0.0144 2.0% 0.0057 0.8% 20% False True 80,422
10 0.7569 0.7320 0.0249 3.4% 0.0052 0.7% 11% False True 69,086
20 0.7569 0.7320 0.0249 3.4% 0.0048 0.7% 11% False True 66,015
40 0.7569 0.7320 0.0249 3.4% 0.0045 0.6% 11% False True 58,312
60 0.7715 0.7320 0.0395 5.4% 0.0047 0.6% 7% False True 39,195
80 0.7723 0.7320 0.0403 5.5% 0.0052 0.7% 7% False True 29,450
100 0.7723 0.7320 0.0403 5.5% 0.0050 0.7% 7% False True 23,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7596
1.618 0.7520
1.000 0.7473
0.618 0.7443
HIGH 0.7396
0.618 0.7367
0.500 0.7358
0.382 0.7349
LOW 0.7320
0.618 0.7272
1.000 0.7243
1.618 0.7196
2.618 0.7119
4.250 0.6994
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 0.7358 0.7365
PP 0.7355 0.7359
S1 0.7351 0.7354

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

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