CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 0.7413 0.7384 -0.0030 -0.4% 0.7513
High 0.7413 0.7403 -0.0010 -0.1% 0.7526
Low 0.7381 0.7371 -0.0010 -0.1% 0.7385
Close 0.7385 0.7393 0.0008 0.1% 0.7403
Range 0.0032 0.0032 0.0000 -1.6% 0.0141
ATR 0.0048 0.0047 -0.0001 -2.5% 0.0000
Volume 53 97 44 83.0% 672
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7483 0.7470 0.7410
R3 0.7452 0.7438 0.7402
R2 0.7420 0.7420 0.7399
R1 0.7407 0.7407 0.7396 0.7414
PP 0.7389 0.7389 0.7389 0.7392
S1 0.7375 0.7375 0.7390 0.7382
S2 0.7357 0.7357 0.7387
S3 0.7326 0.7344 0.7384
S4 0.7294 0.7312 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 0.7502 0.7371 0.0131 1.8% 0.0041 0.6% 17% False True 134
10 0.7661 0.7371 0.0290 3.9% 0.0053 0.7% 8% False True 114
20 0.7661 0.7371 0.0290 3.9% 0.0045 0.6% 8% False True 118
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 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7485
1.618 0.7453
1.000 0.7434
0.618 0.7422
HIGH 0.7403
0.618 0.7390
0.500 0.7387
0.382 0.7383
LOW 0.7371
0.618 0.7352
1.000 0.7339
1.618 0.7320
2.618 0.7289
4.250 0.7237
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 0.7391 0.7402
PP 0.7389 0.7399
S1 0.7387 0.7396

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

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