CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 0.7567 0.7614 0.0048 0.6% 0.7618
High 0.7642 0.7669 0.0027 0.3% 0.7693
Low 0.7534 0.7610 0.0077 1.0% 0.7484
Close 0.7617 0.7659 0.0042 0.5% 0.7527
Range 0.0109 0.0059 -0.0050 -46.1% 0.0209
ATR 0.0065 0.0065 0.0000 -0.8% 0.0000
Volume 292 140 -152 -52.1% 1,495
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7821 0.7798 0.7691
R3 0.7763 0.7740 0.7675
R2 0.7704 0.7704 0.7669
R1 0.7681 0.7681 0.7664 0.7693
PP 0.7646 0.7646 0.7646 0.7651
S1 0.7623 0.7623 0.7653 0.7634
S2 0.7587 0.7587 0.7648
S3 0.7529 0.7564 0.7642
S4 0.7470 0.7506 0.7626
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 0.7669 0.7484 0.0185 2.4% 0.0068 0.9% 95% True False 253
10 0.7693 0.7484 0.0209 2.7% 0.0079 1.0% 84% False False 281
20 0.7693 0.7371 0.0322 4.2% 0.0064 0.8% 89% False False 208
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7917
2.618 0.7822
1.618 0.7763
1.000 0.7727
0.618 0.7705
HIGH 0.7669
0.618 0.7646
0.500 0.7639
0.382 0.7632
LOW 0.7610
0.618 0.7574
1.000 0.7552
1.618 0.7515
2.618 0.7457
4.250 0.7361
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 0.7652 0.7636
PP 0.7646 0.7613
S1 0.7639 0.7590

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

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