CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 0.7427 0.7413 -0.0014 -0.2% 0.7513
High 0.7433 0.7413 -0.0020 -0.3% 0.7526
Low 0.7385 0.7381 -0.0004 0.0% 0.7385
Close 0.7403 0.7385 -0.0018 -0.2% 0.7403
Range 0.0048 0.0032 -0.0016 -34.0% 0.0141
ATR 0.0050 0.0048 -0.0001 -2.5% 0.0000
Volume 159 53 -106 -66.7% 672
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7489 0.7469 0.7403
R3 0.7457 0.7437 0.7394
R2 0.7425 0.7425 0.7391
R1 0.7405 0.7405 0.7388 0.7399
PP 0.7393 0.7393 0.7393 0.7390
S1 0.7373 0.7373 0.7382 0.7367
S2 0.7361 0.7361 0.7379
S3 0.7329 0.7341 0.7376
S4 0.7297 0.7309 0.7367
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 0.7502 0.7381 0.0121 1.6% 0.0042 0.6% 3% False True 125
10 0.7661 0.7381 0.0280 3.8% 0.0051 0.7% 1% False True 133
20 0.7661 0.7381 0.0280 3.8% 0.0046 0.6% 1% False True 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7549
2.618 0.7497
1.618 0.7465
1.000 0.7445
0.618 0.7433
HIGH 0.7413
0.618 0.7401
0.500 0.7397
0.382 0.7393
LOW 0.7381
0.618 0.7361
1.000 0.7349
1.618 0.7329
2.618 0.7297
4.250 0.7245
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 0.7397 0.7425
PP 0.7393 0.7412
S1 0.7389 0.7398

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

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