CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 0.7565 0.7559 -0.0007 -0.1% 0.7451
High 0.7591 0.7593 0.0002 0.0% 0.7602
Low 0.7547 0.7557 0.0011 0.1% 0.7446
Close 0.7574 0.7572 -0.0001 0.0% 0.7567
Range 0.0044 0.0035 -0.0009 -19.3% 0.0156
ATR 0.0051 0.0050 -0.0001 -2.1% 0.0000
Volume 199 44 -155 -77.9% 603
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7680 0.7662 0.7592
R3 0.7645 0.7626 0.7582
R2 0.7609 0.7609 0.7579
R1 0.7591 0.7591 0.7575 0.7600
PP 0.7574 0.7574 0.7574 0.7579
S1 0.7555 0.7555 0.7569 0.7565
S2 0.7538 0.7538 0.7565
S3 0.7503 0.7520 0.7562
S4 0.7467 0.7484 0.7552
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 0.7448 0.0154 2.0% 0.0059 0.8% 81% False False 143
10 0.7602 0.7371 0.0231 3.0% 0.0049 0.6% 87% False False 136
20 0.7661 0.7371 0.0290 3.8% 0.0049 0.6% 69% False False 139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7743
2.618 0.7685
1.618 0.7650
1.000 0.7628
0.618 0.7614
HIGH 0.7593
0.618 0.7579
0.500 0.7575
0.382 0.7571
LOW 0.7557
0.618 0.7535
1.000 0.7522
1.618 0.7500
2.618 0.7464
4.250 0.7406
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 0.7575 0.7574
PP 0.7574 0.7573
S1 0.7573 0.7573

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

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