CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 0.7535 0.7578 0.0044 0.6% 0.7450
High 0.7597 0.7618 0.0022 0.3% 0.7477
Low 0.7535 0.7558 0.0023 0.3% 0.7422
Close 0.7583 0.7571 -0.0012 -0.2% 0.7451
Range 0.0062 0.0061 -0.0002 -2.4% 0.0055
ATR
Volume 942 268 -674 -71.5% 984
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7764 0.7728 0.7604
R3 0.7703 0.7667 0.7587
R2 0.7643 0.7643 0.7582
R1 0.7607 0.7607 0.7576 0.7594
PP 0.7582 0.7582 0.7582 0.7576
S1 0.7546 0.7546 0.7565 0.7534
S2 0.7522 0.7522 0.7559
S3 0.7461 0.7486 0.7554
S4 0.7401 0.7425 0.7537
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7616 0.7589 0.7482
R3 0.7561 0.7534 0.7466
R2 0.7505 0.7505 0.7461
R1 0.7478 0.7478 0.7456 0.7492
PP 0.7450 0.7450 0.7450 0.7457
S1 0.7423 0.7423 0.7446 0.7436
S2 0.7394 0.7394 0.7441
S3 0.7339 0.7367 0.7436
S4 0.7283 0.7312 0.7420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7618 0.7422 0.0197 2.6% 0.0055 0.7% 76% True False 345
10 0.7618 0.7411 0.0207 2.7% 0.0043 0.6% 77% True False 262
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7875
2.618 0.7776
1.618 0.7716
1.000 0.7679
0.618 0.7655
HIGH 0.7618
0.618 0.7595
0.500 0.7588
0.382 0.7581
LOW 0.7558
0.618 0.7520
1.000 0.7497
1.618 0.7460
2.618 0.7399
4.250 0.7300
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 0.7588 0.7559
PP 0.7582 0.7547
S1 0.7576 0.7536

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

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