CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 0.7618 0.7669 0.0051 0.7% 0.7565
High 0.7693 0.7681 -0.0012 -0.2% 0.7687
Low 0.7597 0.7546 -0.0051 -0.7% 0.7535
Close 0.7675 0.7569 -0.0106 -1.4% 0.7635
Range 0.0096 0.0135 0.0039 40.1% 0.0152
ATR 0.0057 0.0062 0.0006 9.8% 0.0000
Volume 228 618 390 171.1% 940
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8002 0.7920 0.7643
R3 0.7868 0.7786 0.7606
R2 0.7733 0.7733 0.7594
R1 0.7651 0.7651 0.7581 0.7625
PP 0.7599 0.7599 0.7599 0.7585
S1 0.7517 0.7517 0.7557 0.7490
S2 0.7464 0.7464 0.7544
S3 0.7330 0.7382 0.7532
S4 0.7195 0.7248 0.7495
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 0.7693 0.7535 0.0158 2.1% 0.0089 1.2% 22% False False 308
10 0.7693 0.7448 0.0245 3.2% 0.0074 1.0% 50% False False 226
20 0.7693 0.7371 0.0322 4.2% 0.0058 0.8% 62% False False 178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8033
1.618 0.7898
1.000 0.7815
0.618 0.7764
HIGH 0.7681
0.618 0.7629
0.500 0.7613
0.382 0.7597
LOW 0.7546
0.618 0.7463
1.000 0.7412
1.618 0.7328
2.618 0.7194
4.250 0.6974
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 0.7613 0.7619
PP 0.7599 0.7603
S1 0.7584 0.7586

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

View Archives - Comment on this page... - Back to Index of Symbols