CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 0.7477 0.7499 0.0022 0.3% 0.7625
High 0.7501 0.7502 0.0001 0.0% 0.7661
Low 0.7463 0.7465 0.0002 0.0% 0.7475
Close 0.7495 0.7476 -0.0020 -0.3% 0.7507
Range 0.0038 0.0037 -0.0001 -1.3% 0.0185
ATR 0.0050 0.0049 -0.0001 -1.8% 0.0000
Volume 51 26 -25 -49.0% 755
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7593 0.7572 0.7496
R3 0.7556 0.7534 0.7486
R2 0.7518 0.7518 0.7482
R1 0.7497 0.7497 0.7479 0.7489
PP 0.7481 0.7481 0.7481 0.7477
S1 0.7459 0.7459 0.7472 0.7451
S2 0.7443 0.7443 0.7469
S3 0.7406 0.7422 0.7465
S4 0.7368 0.7384 0.7455
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8104 0.7991 0.7609
R3 0.7918 0.7805 0.7558
R2 0.7733 0.7733 0.7541
R1 0.7620 0.7620 0.7524 0.7584
PP 0.7547 0.7547 0.7547 0.7529
S1 0.7434 0.7434 0.7489 0.7398
S2 0.7362 0.7362 0.7472
S3 0.7176 0.7249 0.7455
S4 0.6991 0.7063 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7463 0.0086 1.2% 0.0048 0.6% 15% False False 74
10 0.7661 0.7463 0.0198 2.6% 0.0045 0.6% 6% False False 131
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7600
1.618 0.7563
1.000 0.7539
0.618 0.7525
HIGH 0.7502
0.618 0.7488
0.500 0.7483
0.382 0.7479
LOW 0.7465
0.618 0.7441
1.000 0.7427
1.618 0.7404
2.618 0.7366
4.250 0.7305
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 0.7483 0.7495
PP 0.7481 0.7488
S1 0.7478 0.7482

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

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