CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 0.7460 0.7427 -0.0033 -0.4% 0.7513
High 0.7469 0.7433 -0.0036 -0.5% 0.7526
Low 0.7414 0.7385 -0.0029 -0.4% 0.7385
Close 0.7429 0.7403 -0.0026 -0.3% 0.7403
Range 0.0055 0.0048 -0.0007 -11.8% 0.0141
ATR 0.0050 0.0050 0.0000 -0.2% 0.0000
Volume 338 159 -179 -53.0% 672
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7552 0.7526 0.7430
R3 0.7504 0.7478 0.7416
R2 0.7455 0.7455 0.7412
R1 0.7429 0.7429 0.7407 0.7418
PP 0.7407 0.7407 0.7407 0.7401
S1 0.7381 0.7381 0.7399 0.7370
S2 0.7358 0.7358 0.7394
S3 0.7310 0.7332 0.7390
S4 0.7261 0.7284 0.7376
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7862 0.7774 0.7481
R3 0.7721 0.7633 0.7442
R2 0.7579 0.7579 0.7429
R1 0.7491 0.7491 0.7416 0.7465
PP 0.7438 0.7438 0.7438 0.7425
S1 0.7350 0.7350 0.7390 0.7323
S2 0.7296 0.7296 0.7377
S3 0.7155 0.7208 0.7364
S4 0.7013 0.7067 0.7325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7526 0.7385 0.0141 1.9% 0.0047 0.6% 13% False True 134
10 0.7661 0.7385 0.0276 3.7% 0.0050 0.7% 7% False True 142
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7639
2.618 0.7560
1.618 0.7511
1.000 0.7481
0.618 0.7463
HIGH 0.7433
0.618 0.7414
0.500 0.7409
0.382 0.7403
LOW 0.7385
0.618 0.7355
1.000 0.7336
1.618 0.7306
2.618 0.7258
4.250 0.7178
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 0.7409 0.7443
PP 0.7407 0.7430
S1 0.7405 0.7416

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

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