CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 0.7429 0.7451 0.0022 0.3% 0.7413
High 0.7477 0.7477 0.0000 0.0% 0.7477
Low 0.7420 0.7446 0.0026 0.4% 0.7371
Close 0.7451 0.7461 0.0011 0.1% 0.7451
Range 0.0057 0.0032 -0.0026 -44.7% 0.0106
ATR 0.0047 0.0046 -0.0001 -2.4% 0.0000
Volume 269 129 -140 -52.0% 514
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7556 0.7540 0.7478
R3 0.7524 0.7508 0.7470
R2 0.7493 0.7493 0.7467
R1 0.7477 0.7477 0.7464 0.7485
PP 0.7461 0.7461 0.7461 0.7465
S1 0.7445 0.7445 0.7458 0.7453
S2 0.7430 0.7430 0.7455
S3 0.7398 0.7414 0.7452
S4 0.7367 0.7382 0.7444
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% 0.0039 0.5% 85% True False 128
10 0.7526 0.7371 0.0155 2.1% 0.0043 0.6% 58% False False 131
20 0.7661 0.7371 0.0290 3.9% 0.0044 0.6% 31% False False 138
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7559
1.618 0.7528
1.000 0.7509
0.618 0.7496
HIGH 0.7477
0.618 0.7465
0.500 0.7461
0.382 0.7458
LOW 0.7446
0.618 0.7426
1.000 0.7414
1.618 0.7395
2.618 0.7363
4.250 0.7312
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 0.7461 0.7452
PP 0.7461 0.7444
S1 0.7461 0.7435

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

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