CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 0.7568 0.7602 0.0034 0.4% 0.7451
High 0.7634 0.7687 0.0054 0.7% 0.7602
Low 0.7535 0.7602 0.0067 0.9% 0.7446
Close 0.7606 0.7631 0.0025 0.3% 0.7567
Range 0.0099 0.0086 -0.0013 -13.2% 0.0156
ATR 0.0053 0.0055 0.0002 4.4% 0.0000
Volume 187 457 270 144.4% 603
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7896 0.7849 0.7678
R3 0.7811 0.7763 0.7654
R2 0.7725 0.7725 0.7646
R1 0.7678 0.7678 0.7638 0.7702
PP 0.7640 0.7640 0.7640 0.7652
S1 0.7592 0.7592 0.7623 0.7616
S2 0.7554 0.7554 0.7615
S3 0.7469 0.7507 0.7607
S4 0.7383 0.7421 0.7583
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 0.7687 0.7535 0.0152 2.0% 0.0063 0.8% 63% True False 206
10 0.7687 0.7393 0.0294 3.9% 0.0061 0.8% 81% True False 185
20 0.7687 0.7371 0.0316 4.1% 0.0057 0.7% 82% True 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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8050
2.618 0.7911
1.618 0.7825
1.000 0.7773
0.618 0.7740
HIGH 0.7687
0.618 0.7654
0.500 0.7644
0.382 0.7634
LOW 0.7602
0.618 0.7549
1.000 0.7516
1.618 0.7463
2.618 0.7378
4.250 0.7238
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 0.7644 0.7624
PP 0.7640 0.7618
S1 0.7635 0.7611

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

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