CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 0.7550 0.7561 0.0011 0.1% 0.7451
High 0.7595 0.7602 0.0007 0.1% 0.7602
Low 0.7527 0.7551 0.0024 0.3% 0.7446
Close 0.7568 0.7567 -0.0001 0.0% 0.7567
Range 0.0068 0.0051 -0.0017 -24.4% 0.0156
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 213 146 -67 -31.5% 603
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7726 0.7698 0.7595
R3 0.7675 0.7647 0.7581
R2 0.7624 0.7624 0.7576
R1 0.7596 0.7596 0.7572 0.7610
PP 0.7573 0.7573 0.7573 0.7580
S1 0.7544 0.7544 0.7562 0.7559
S2 0.7522 0.7522 0.7558
S3 0.7471 0.7493 0.7553
S4 0.7420 0.7442 0.7539
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8006 0.7943 0.7653
R3 0.7850 0.7787 0.7610
R2 0.7694 0.7694 0.7596
R1 0.7631 0.7631 0.7581 0.7662
PP 0.7538 0.7538 0.7538 0.7554
S1 0.7474 0.7474 0.7553 0.7506
S2 0.7382 0.7382 0.7538
S3 0.7226 0.7318 0.7524
S4 0.7070 0.7162 0.7481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7602 0.7420 0.0182 2.4% 0.0061 0.8% 81% True False 174
10 0.7602 0.7371 0.0231 3.0% 0.0051 0.7% 85% True False 161
20 0.7661 0.7371 0.0290 3.8% 0.0048 0.6% 68% False False 146
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7818
2.618 0.7735
1.618 0.7684
1.000 0.7653
0.618 0.7633
HIGH 0.7602
0.618 0.7582
0.500 0.7576
0.382 0.7570
LOW 0.7551
0.618 0.7519
1.000 0.7499
1.618 0.7468
2.618 0.7417
4.250 0.7334
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 0.7576 0.7553
PP 0.7573 0.7539
S1 0.7570 0.7525

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

View Archives - Comment on this page... - Back to Index of Symbols