CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 0.7602 0.7618 0.0016 0.2% 0.7565
High 0.7687 0.7639 -0.0048 -0.6% 0.7687
Low 0.7602 0.7609 0.0007 0.1% 0.7535
Close 0.7631 0.7635 0.0005 0.1% 0.7635
Range 0.0086 0.0031 -0.0055 -64.3% 0.0152
ATR 0.0055 0.0054 -0.0002 -3.2% 0.0000
Volume 457 53 -404 -88.4% 940
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7719 0.7708 0.7652
R3 0.7689 0.7677 0.7643
R2 0.7658 0.7658 0.7641
R1 0.7647 0.7647 0.7638 0.7652
PP 0.7628 0.7628 0.7628 0.7630
S1 0.7616 0.7616 0.7632 0.7622
S2 0.7597 0.7597 0.7629
S3 0.7567 0.7586 0.7627
S4 0.7536 0.7555 0.7618
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8075 0.8007 0.7719
R3 0.7923 0.7855 0.7677
R2 0.7771 0.7771 0.7663
R1 0.7703 0.7703 0.7649 0.7737
PP 0.7619 0.7619 0.7619 0.7636
S1 0.7551 0.7551 0.7621 0.7585
S2 0.7467 0.7467 0.7607
S3 0.7315 0.7399 0.7593
S4 0.7163 0.7247 0.7551
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% 0.0059 0.8% 66% False False 188
10 0.7687 0.7420 0.0268 3.5% 0.0060 0.8% 81% False False 181
20 0.7687 0.7371 0.0316 4.1% 0.0052 0.7% 84% False False 146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7719
1.618 0.7688
1.000 0.7670
0.618 0.7658
HIGH 0.7639
0.618 0.7627
0.500 0.7624
0.382 0.7620
LOW 0.7609
0.618 0.7590
1.000 0.7578
1.618 0.7559
2.618 0.7529
4.250 0.7479
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 0.7631 0.7627
PP 0.7628 0.7619
S1 0.7624 0.7611

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

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