CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 0.7669 0.7551 -0.0118 -1.5% 0.7565
High 0.7681 0.7559 -0.0122 -1.6% 0.7687
Low 0.7546 0.7504 -0.0043 -0.6% 0.7535
Close 0.7569 0.7522 -0.0047 -0.6% 0.7635
Range 0.0135 0.0055 -0.0080 -59.1% 0.0152
ATR 0.0062 0.0062 0.0000 0.4% 0.0000
Volume 618 217 -401 -64.9% 940
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7693 0.7663 0.7552
R3 0.7638 0.7608 0.7537
R2 0.7583 0.7583 0.7532
R1 0.7553 0.7553 0.7527 0.7540
PP 0.7528 0.7528 0.7528 0.7522
S1 0.7498 0.7498 0.7517 0.7485
S2 0.7473 0.7473 0.7512
S3 0.7418 0.7443 0.7507
S4 0.7363 0.7388 0.7492
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 0.7504 0.0189 2.5% 0.0080 1.1% 10% False True 314
10 0.7693 0.7504 0.0189 2.5% 0.0070 0.9% 10% False True 236
20 0.7693 0.7371 0.0322 4.3% 0.0058 0.8% 47% False False 184
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7792
2.618 0.7702
1.618 0.7647
1.000 0.7614
0.618 0.7592
HIGH 0.7559
0.618 0.7537
0.500 0.7531
0.382 0.7525
LOW 0.7504
0.618 0.7470
1.000 0.7449
1.618 0.7415
2.618 0.7360
4.250 0.7270
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 0.7531 0.7598
PP 0.7528 0.7573
S1 0.7525 0.7547

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

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