CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 0.7559 0.7568 0.0010 0.1% 0.7451
High 0.7593 0.7634 0.0041 0.5% 0.7602
Low 0.7557 0.7535 -0.0022 -0.3% 0.7446
Close 0.7572 0.7606 0.0034 0.4% 0.7567
Range 0.0035 0.0099 0.0063 177.5% 0.0156
ATR 0.0050 0.0053 0.0003 7.0% 0.0000
Volume 44 187 143 325.0% 603
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7887 0.7845 0.7660
R3 0.7789 0.7747 0.7633
R2 0.7690 0.7690 0.7624
R1 0.7648 0.7648 0.7615 0.7669
PP 0.7592 0.7592 0.7592 0.7602
S1 0.7550 0.7550 0.7597 0.7571
S2 0.7493 0.7493 0.7588
S3 0.7395 0.7451 0.7579
S4 0.7296 0.7353 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 0.7634 0.7527 0.0107 1.4% 0.0059 0.8% 74% True False 157
10 0.7634 0.7371 0.0263 3.5% 0.0055 0.7% 90% True False 149
20 0.7661 0.7371 0.0290 3.8% 0.0053 0.7% 81% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.7891
1.618 0.7793
1.000 0.7732
0.618 0.7694
HIGH 0.7634
0.618 0.7596
0.500 0.7584
0.382 0.7573
LOW 0.7535
0.618 0.7474
1.000 0.7437
1.618 0.7376
2.618 0.7277
4.250 0.7116
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 0.7599 0.7599
PP 0.7592 0.7592
S1 0.7584 0.7584

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

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