CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 0.7410 0.7403 -0.0007 -0.1% 0.7299
High 0.7435 0.7464 0.0029 0.4% 0.7406
Low 0.7396 0.7388 -0.0008 -0.1% 0.7291
Close 0.7399 0.7447 0.0048 0.6% 0.7403
Range 0.0039 0.0076 0.0037 93.6% 0.0116
ATR 0.0047 0.0049 0.0002 4.2% 0.0000
Volume 57,768 78,259 20,491 35.5% 381,654
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 0.7659 0.7629 0.7489
R3 0.7584 0.7553 0.7468
R2 0.7508 0.7508 0.7461
R1 0.7478 0.7478 0.7454 0.7493
PP 0.7433 0.7433 0.7433 0.7441
S1 0.7402 0.7402 0.7440 0.7418
S2 0.7357 0.7357 0.7433
S3 0.7282 0.7327 0.7426
S4 0.7206 0.7251 0.7405
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.7713 0.7674 0.7467
R3 0.7598 0.7558 0.7435
R2 0.7482 0.7482 0.7424
R1 0.7443 0.7443 0.7414 0.7462
PP 0.7367 0.7367 0.7367 0.7376
S1 0.7327 0.7327 0.7392 0.7347
S2 0.7251 0.7251 0.7382
S3 0.7136 0.7212 0.7371
S4 0.7020 0.7096 0.7339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7319 0.0145 1.9% 0.0050 0.7% 89% True False 68,232
10 0.7464 0.7266 0.0198 2.7% 0.0049 0.7% 92% True False 69,641
20 0.7464 0.7254 0.0210 2.8% 0.0049 0.7% 92% True False 72,511
40 0.7569 0.7254 0.0315 4.2% 0.0048 0.6% 61% False False 68,295
60 0.7569 0.7254 0.0315 4.2% 0.0046 0.6% 61% False False 61,528
80 0.7723 0.7254 0.0469 6.3% 0.0048 0.6% 41% False False 46,351
100 0.7723 0.7254 0.0469 6.3% 0.0051 0.7% 41% False False 37,125
120 0.7723 0.7254 0.0469 6.3% 0.0050 0.7% 41% False False 30,957
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7784
2.618 0.7661
1.618 0.7586
1.000 0.7539
0.618 0.7510
HIGH 0.7464
0.618 0.7435
0.500 0.7426
0.382 0.7417
LOW 0.7388
0.618 0.7341
1.000 0.7313
1.618 0.7266
2.618 0.7190
4.250 0.7067
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 0.7440 0.7440
PP 0.7433 0.7433
S1 0.7426 0.7426

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

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