CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 0.7561 0.7565 0.0005 0.1% 0.7451
High 0.7602 0.7591 -0.0011 -0.1% 0.7602
Low 0.7551 0.7547 -0.0004 -0.1% 0.7446
Close 0.7567 0.7574 0.0007 0.1% 0.7567
Range 0.0051 0.0044 -0.0007 -13.7% 0.0156
ATR 0.0051 0.0051 -0.0001 -1.0% 0.0000
Volume 146 199 53 36.3% 603
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7702 0.7682 0.7598
R3 0.7658 0.7638 0.7586
R2 0.7614 0.7614 0.7582
R1 0.7594 0.7594 0.7578 0.7604
PP 0.7570 0.7570 0.7570 0.7575
S1 0.7550 0.7550 0.7569 0.7560
S2 0.7526 0.7526 0.7565
S3 0.7482 0.7506 0.7561
S4 0.7438 0.7462 0.7549
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 0.7446 0.0156 2.1% 0.0058 0.8% 82% False False 160
10 0.7602 0.7371 0.0231 3.0% 0.0050 0.7% 88% False False 147
20 0.7661 0.7371 0.0290 3.8% 0.0049 0.6% 70% False False 138
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7777
2.618 0.7706
1.618 0.7662
1.000 0.7634
0.618 0.7618
HIGH 0.7591
0.618 0.7574
0.500 0.7569
0.382 0.7563
LOW 0.7547
0.618 0.7519
1.000 0.7503
1.618 0.7475
2.618 0.7431
4.250 0.7360
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 0.7572 0.7570
PP 0.7570 0.7567
S1 0.7569 0.7564

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

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