CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 0.7419 0.7429 0.0010 0.1% 0.7413
High 0.7434 0.7477 0.0043 0.6% 0.7477
Low 0.7393 0.7420 0.0027 0.4% 0.7371
Close 0.7427 0.7451 0.0024 0.3% 0.7451
Range 0.0041 0.0057 0.0017 40.7% 0.0106
ATR 0.0047 0.0047 0.0001 1.6% 0.0000
Volume 95 269 174 183.2% 514
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7620 0.7592 0.7482
R3 0.7563 0.7535 0.7466
R2 0.7506 0.7506 0.7461
R1 0.7478 0.7478 0.7456 0.7492
PP 0.7449 0.7449 0.7449 0.7456
S1 0.7421 0.7421 0.7445 0.7435
S2 0.7392 0.7392 0.7440
S3 0.7335 0.7364 0.7435
S4 0.7278 0.7307 0.7419
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7749 0.7705 0.7509
R3 0.7644 0.7600 0.7480
R2 0.7538 0.7538 0.7470
R1 0.7494 0.7494 0.7460 0.7516
PP 0.7433 0.7433 0.7433 0.7444
S1 0.7389 0.7389 0.7441 0.7411
S2 0.7327 0.7327 0.7431
S3 0.7222 0.7283 0.7421
S4 0.7116 0.7178 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7477 0.7371 0.0106 1.4% 0.0042 0.6% 75% True False 134
10 0.7526 0.7371 0.0155 2.1% 0.0043 0.6% 51% False False 121
20 0.7661 0.7371 0.0290 3.9% 0.0044 0.6% 27% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7719
2.618 0.7626
1.618 0.7569
1.000 0.7534
0.618 0.7512
HIGH 0.7477
0.618 0.7455
0.500 0.7448
0.382 0.7441
LOW 0.7420
0.618 0.7384
1.000 0.7362
1.618 0.7327
2.618 0.7270
4.250 0.7177
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 0.7450 0.7442
PP 0.7449 0.7433
S1 0.7448 0.7424

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

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