CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 0.7551 0.7537 -0.0013 -0.2% 0.7618
High 0.7559 0.7540 -0.0019 -0.3% 0.7693
Low 0.7504 0.7484 -0.0020 -0.3% 0.7484
Close 0.7522 0.7527 0.0005 0.1% 0.7527
Range 0.0055 0.0056 0.0001 0.9% 0.0209
ATR 0.0062 0.0062 0.0000 -0.8% 0.0000
Volume 217 432 215 99.1% 1,495
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7683 0.7661 0.7558
R3 0.7628 0.7605 0.7542
R2 0.7572 0.7572 0.7537
R1 0.7550 0.7550 0.7532 0.7533
PP 0.7517 0.7517 0.7517 0.7509
S1 0.7494 0.7494 0.7522 0.7478
S2 0.7461 0.7461 0.7517
S3 0.7406 0.7439 0.7512
S4 0.7350 0.7383 0.7496
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8193 0.8069 0.7642
R3 0.7985 0.7860 0.7584
R2 0.7776 0.7776 0.7565
R1 0.7652 0.7652 0.7546 0.7610
PP 0.7568 0.7568 0.7568 0.7547
S1 0.7443 0.7443 0.7508 0.7401
S2 0.7359 0.7359 0.7489
S3 0.7151 0.7235 0.7470
S4 0.6942 0.7026 0.7412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7693 0.7484 0.0209 2.8% 0.0074 1.0% 21% False True 309
10 0.7693 0.7484 0.0209 2.8% 0.0069 0.9% 21% False True 258
20 0.7693 0.7371 0.0322 4.3% 0.0059 0.8% 49% False False 203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7775
2.618 0.7685
1.618 0.7629
1.000 0.7595
0.618 0.7574
HIGH 0.7540
0.618 0.7518
0.500 0.7512
0.382 0.7505
LOW 0.7484
0.618 0.7450
1.000 0.7428
1.618 0.7394
2.618 0.7339
4.250 0.7248
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 0.7522 0.7582
PP 0.7517 0.7564
S1 0.7512 0.7545

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

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