CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 02-Jun-2017

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	0.7411	0.7399	-0.0012	-0.2%	0.7435
High	0.7427	0.7424	-0.0002	0.0%	0.7450
Low	0.7395	0.7383	-0.0012	-0.2%	0.7383
Close	0.7402	0.7413	0.0011	0.1%	0.7413
Range	0.0032	0.0041	0.0009	28.1%	0.0067
ATR	0.0048	0.0047	0.0000	-1.0%	0.0000
Volume	65,227	66,040	813	1.2%	256,684

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7512	0.7435
R3	0.7489	0.7471	0.7424
R2	0.7448	0.7448	0.7420
R1	0.7430	0.7430	0.7416	0.7439
PP	0.7407	0.7407	0.7407	0.7411
S1	0.7389	0.7389	0.7409	0.7398
S2	0.7365	0.7365	0.7405
S3	0.7324	0.7348	0.7401
S4	0.7283	0.7307	0.7390

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7580	0.7449
R3	0.7548	0.7514	0.7431
R2	0.7482	0.7482	0.7425
R1	0.7447	0.7447	0.7419	0.7431
PP	0.7415	0.7415	0.7415	0.7407
S1	0.7380	0.7380	0.7406	0.7364
S2	0.7348	0.7348	0.7400
S3	0.7282	0.7314	0.7394
S4	0.7215	0.7247	0.7376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7450	0.7383	0.0067	0.9%	0.0041	0.5%	44%	False	True	61,648
10	0.7472	0.7351	0.0122	1.6%	0.0046	0.6%	51%	False	False	64,227
20	0.7472	0.7254	0.0219	2.9%	0.0049	0.7%	73%	False	False	69,647
40	0.7569	0.7254	0.0315	4.2%	0.0048	0.6%	50%	False	False	68,732
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	50%	False	False	66,266
80	0.7695	0.7254	0.0442	6.0%	0.0046	0.6%	36%	False	False	51,119
100	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	34%	False	False	40,944
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	34%	False	False	34,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7598
2.618	0.7531
1.618	0.7490
1.000	0.7465
0.618	0.7449
HIGH	0.7424
0.618	0.7408
0.500	0.7404
0.382	0.7399
LOW	0.7383
0.618	0.7358
1.000	0.7342
1.618	0.7317
2.618	0.7276
4.250	0.7209

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	0.7410	0.7416
PP	0.7407	0.7415
S1	0.7404	0.7414

Download as Excel Spreadsheet

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

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