CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 0.7384 0.7419 0.0036 0.5% 0.7513
High 0.7403 0.7434 0.0031 0.4% 0.7526
Low 0.7371 0.7393 0.0022 0.3% 0.7385
Close 0.7393 0.7427 0.0034 0.5% 0.7403
Range 0.0032 0.0041 0.0009 28.6% 0.0141
ATR 0.0047 0.0047 0.0000 -1.0% 0.0000
Volume 97 95 -2 -2.1% 672
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7539 0.7523 0.7449
R3 0.7499 0.7483 0.7438
R2 0.7458 0.7458 0.7434
R1 0.7442 0.7442 0.7430 0.7450
PP 0.7418 0.7418 0.7418 0.7422
S1 0.7402 0.7402 0.7423 0.7410
S2 0.7377 0.7377 0.7419
S3 0.7337 0.7361 0.7415
S4 0.7296 0.7321 0.7404
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 0.7469 0.7371 0.0098 1.3% 0.0042 0.6% 57% False False 148
10 0.7549 0.7371 0.0178 2.4% 0.0045 0.6% 31% False False 111
20 0.7661 0.7371 0.0290 3.9% 0.0044 0.6% 19% False False 122
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7606
2.618 0.7540
1.618 0.7499
1.000 0.7474
0.618 0.7459
HIGH 0.7434
0.618 0.7418
0.500 0.7413
0.382 0.7408
LOW 0.7393
0.618 0.7368
1.000 0.7353
1.618 0.7327
2.618 0.7287
4.250 0.7221
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 0.7422 0.7418
PP 0.7418 0.7410
S1 0.7413 0.7402

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

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