CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 0.7464 0.7550 0.0086 1.2% 0.7413
High 0.7543 0.7595 0.0052 0.7% 0.7477
Low 0.7448 0.7527 0.0080 1.1% 0.7371
Close 0.7526 0.7568 0.0042 0.6% 0.7451
Range 0.0096 0.0068 -0.0028 -29.3% 0.0106
ATR 0.0050 0.0051 0.0001 2.7% 0.0000
Volume 115 213 98 85.2% 514
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7766 0.7734 0.7605
R3 0.7698 0.7667 0.7586
R2 0.7631 0.7631 0.7580
R1 0.7599 0.7599 0.7574 0.7615
PP 0.7563 0.7563 0.7563 0.7571
S1 0.7531 0.7531 0.7561 0.7547
S2 0.7495 0.7495 0.7555
S3 0.7428 0.7464 0.7549
S4 0.7360 0.7396 0.7530
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 0.7595 0.7393 0.0202 2.7% 0.0058 0.8% 87% True False 164
10 0.7595 0.7371 0.0224 3.0% 0.0050 0.7% 88% True False 149
20 0.7661 0.7371 0.0290 3.8% 0.0048 0.6% 68% False False 149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7881
2.618 0.7771
1.618 0.7704
1.000 0.7662
0.618 0.7636
HIGH 0.7595
0.618 0.7569
0.500 0.7561
0.382 0.7553
LOW 0.7527
0.618 0.7485
1.000 0.7459
1.618 0.7418
2.618 0.7350
4.250 0.7240
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 0.7565 0.7552
PP 0.7563 0.7536
S1 0.7561 0.7520

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

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