CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	0.7570	0.7563	-0.0008	-0.1%	0.7430
High	0.7581	0.7573	-0.0008	-0.1%	0.7597
Low	0.7543	0.7529	-0.0015	-0.2%	0.7425
Close	0.7558	0.7536	-0.0022	-0.3%	0.7565
Range	0.0038	0.0045	0.0007	17.1%	0.0173
ATR	0.0048	0.0047	0.0000	-0.5%	0.0000
Volume	12,136	370	-11,766	-97.0%	561,500

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7679	0.7652	0.7560
R3	0.7635	0.7607	0.7548
R2	0.7590	0.7590	0.7544
R1	0.7563	0.7563	0.7540	0.7554
PP	0.7546	0.7546	0.7546	0.7541
S1	0.7518	0.7518	0.7531	0.7510
S2	0.7501	0.7501	0.7527
S3	0.7457	0.7474	0.7523
S4	0.7412	0.7429	0.7511

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7978	0.7659
R3	0.7874	0.7805	0.7612
R2	0.7701	0.7701	0.7596
R1	0.7633	0.7633	0.7580	0.7667
PP	0.7529	0.7529	0.7529	0.7546
S1	0.7460	0.7460	0.7549	0.7495
S2	0.7356	0.7356	0.7533
S3	0.7184	0.7288	0.7517
S4	0.7011	0.7115	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7597	0.7515	0.0082	1.1%	0.0046	0.6%	25%	False	False	69,926
10	0.7597	0.7393	0.0205	2.7%	0.0051	0.7%	70%	False	False	78,310
20	0.7597	0.7383	0.0214	2.8%	0.0047	0.6%	71%	False	False	70,299
40	0.7597	0.7254	0.0344	4.6%	0.0048	0.6%	82%	False	False	72,592
60	0.7597	0.7254	0.0344	4.6%	0.0047	0.6%	82%	False	False	68,387
80	0.7651	0.7254	0.0397	5.3%	0.0047	0.6%	71%	False	False	62,104
100	0.7723	0.7254	0.0469	6.2%	0.0047	0.6%	60%	False	False	49,784
120	0.7723	0.7254	0.0469	6.2%	0.0050	0.7%	60%	False	False	41,522

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7690
1.618	0.7645
1.000	0.7618
0.618	0.7601
HIGH	0.7573
0.618	0.7556
0.500	0.7551
0.382	0.7545
LOW	0.7529
0.618	0.7501
1.000	0.7484
1.618	0.7456
2.618	0.7412
4.250	0.7339

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	0.7551	0.7555
PP	0.7546	0.7548
S1	0.7541	0.7542

Download as Excel Spreadsheet

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

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