CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 0.7416 0.7435 0.0020 0.3% 0.7405
High 0.7447 0.7450 0.0003 0.0% 0.7472
Low 0.7412 0.7406 -0.0006 -0.1% 0.7388
Close 0.7429 0.7429 -0.0001 0.0% 0.7429
Range 0.0035 0.0044 0.0009 24.3% 0.0084
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 51,557 51,683 126 0.2% 308,253
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 0.7559 0.7537 0.7452
R3 0.7515 0.7494 0.7440
R2 0.7472 0.7472 0.7436
R1 0.7450 0.7450 0.7432 0.7439
PP 0.7428 0.7428 0.7428 0.7423
S1 0.7406 0.7406 0.7425 0.7395
S2 0.7384 0.7384 0.7421
S3 0.7341 0.7363 0.7417
S4 0.7297 0.7319 0.7405
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.7682 0.7639 0.7475
R3 0.7598 0.7555 0.7452
R2 0.7514 0.7514 0.7444
R1 0.7471 0.7471 0.7437 0.7493
PP 0.7430 0.7430 0.7430 0.7440
S1 0.7387 0.7387 0.7421 0.7409
S2 0.7346 0.7346 0.7414
S3 0.7262 0.7303 0.7406
S4 0.7178 0.7219 0.7383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7472 0.7388 0.0084 1.1% 0.0050 0.7% 48% False False 62,803
10 0.7472 0.7319 0.0154 2.1% 0.0047 0.6% 72% False False 67,066
20 0.7472 0.7254 0.0219 2.9% 0.0049 0.7% 80% False False 71,024
40 0.7569 0.7254 0.0315 4.2% 0.0048 0.6% 56% False False 68,176
60 0.7569 0.7254 0.0315 4.2% 0.0046 0.6% 56% False False 64,195
80 0.7706 0.7254 0.0453 6.1% 0.0047 0.6% 39% False False 48,566
100 0.7723 0.7254 0.0469 6.3% 0.0051 0.7% 37% False False 38,899
120 0.7723 0.7254 0.0469 6.3% 0.0050 0.7% 37% False False 32,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7563
1.618 0.7520
1.000 0.7493
0.618 0.7476
HIGH 0.7450
0.618 0.7433
0.500 0.7428
0.382 0.7423
LOW 0.7406
0.618 0.7379
1.000 0.7362
1.618 0.7336
2.618 0.7292
4.250 0.7221
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 0.7428 0.7439
PP 0.7428 0.7436
S1 0.7428 0.7432

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

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