CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 0.7514 0.7567 0.0053 0.7% 0.7618
High 0.7577 0.7642 0.0065 0.9% 0.7693
Low 0.7512 0.7534 0.0022 0.3% 0.7484
Close 0.7562 0.7617 0.0055 0.7% 0.7527
Range 0.0065 0.0109 0.0044 68.2% 0.0209
ATR 0.0062 0.0065 0.0003 5.3% 0.0000
Volume 187 292 105 56.1% 1,495
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7923 0.7879 0.7677
R3 0.7815 0.7770 0.7647
R2 0.7706 0.7706 0.7637
R1 0.7662 0.7662 0.7627 0.7684
PP 0.7598 0.7598 0.7598 0.7609
S1 0.7553 0.7553 0.7607 0.7575
S2 0.7489 0.7489 0.7597
S3 0.7381 0.7445 0.7587
S4 0.7272 0.7336 0.7557
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 0.7681 0.7484 0.0197 2.6% 0.0084 1.1% 68% False False 349
10 0.7693 0.7484 0.0209 2.7% 0.0076 1.0% 64% False False 271
20 0.7693 0.7371 0.0322 4.2% 0.0063 0.8% 77% False False 209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.7926
1.618 0.7818
1.000 0.7751
0.618 0.7709
HIGH 0.7642
0.618 0.7601
0.500 0.7588
0.382 0.7575
LOW 0.7534
0.618 0.7466
1.000 0.7425
1.618 0.7358
2.618 0.7249
4.250 0.7072
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 0.7607 0.7599
PP 0.7598 0.7581
S1 0.7588 0.7563

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

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