CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 0.7406 0.7400 -0.0006 -0.1% 0.7416
High 0.7418 0.7452 0.0034 0.5% 0.7452
Low 0.7397 0.7393 -0.0004 -0.1% 0.7393
Close 0.7408 0.7425 0.0017 0.2% 0.7425
Range 0.0021 0.0059 0.0039 190.2% 0.0059
ATR 0.0043 0.0044 0.0001 2.7% 0.0000
Volume 55,193 89,593 34,400 62.3% 312,967
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7572 0.7457
R3 0.7542 0.7513 0.7441
R2 0.7482 0.7482 0.7435
R1 0.7454 0.7454 0.7430 0.7468
PP 0.7423 0.7423 0.7423 0.7430
S1 0.7394 0.7394 0.7419 0.7409
S2 0.7364 0.7364 0.7414
S3 0.7304 0.7335 0.7408
S4 0.7245 0.7275 0.7392
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7572 0.7457
R3 0.7542 0.7513 0.7441
R2 0.7482 0.7482 0.7435
R1 0.7454 0.7454 0.7430 0.7468
PP 0.7423 0.7423 0.7423 0.7430
S1 0.7394 0.7394 0.7419 0.7409
S2 0.7364 0.7364 0.7414
S3 0.7304 0.7335 0.7408
S4 0.7245 0.7275 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7452 0.7393 0.0059 0.8% 0.0037 0.5% 54% True True 62,593
10 0.7452 0.7383 0.0069 0.9% 0.0039 0.5% 60% True False 62,120
20 0.7472 0.7281 0.0192 2.6% 0.0044 0.6% 75% False False 65,753
40 0.7569 0.7254 0.0315 4.2% 0.0047 0.6% 54% False False 68,575
60 0.7569 0.7254 0.0315 4.2% 0.0046 0.6% 54% False False 65,388
80 0.7695 0.7254 0.0442 5.9% 0.0046 0.6% 39% False False 55,011
100 0.7723 0.7254 0.0469 6.3% 0.0049 0.7% 36% False False 44,064
120 0.7723 0.7254 0.0469 6.3% 0.0050 0.7% 36% False False 36,745
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 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7608
1.618 0.7548
1.000 0.7511
0.618 0.7489
HIGH 0.7452
0.618 0.7429
0.500 0.7422
0.382 0.7415
LOW 0.7393
0.618 0.7356
1.000 0.7333
1.618 0.7296
2.618 0.7237
4.250 0.7140
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 0.7424 0.7424
PP 0.7423 0.7423
S1 0.7422 0.7422

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

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