CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 0.7614 0.7668 0.0054 0.7% 0.7618
High 0.7669 0.7672 0.0003 0.0% 0.7693
Low 0.7610 0.7629 0.0019 0.2% 0.7484
Close 0.7659 0.7652 -0.0007 -0.1% 0.7527
Range 0.0059 0.0042 -0.0016 -27.4% 0.0209
ATR 0.0065 0.0063 -0.0002 -2.5% 0.0000
Volume 140 117 -23 -16.4% 1,495
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7778 0.7758 0.7675
R3 0.7736 0.7715 0.7664
R2 0.7693 0.7693 0.7660
R1 0.7673 0.7673 0.7656 0.7662
PP 0.7651 0.7651 0.7651 0.7645
S1 0.7630 0.7630 0.7648 0.7619
S2 0.7608 0.7608 0.7644
S3 0.7566 0.7588 0.7640
S4 0.7523 0.7545 0.7629
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 0.7672 0.7484 0.0188 2.5% 0.0066 0.9% 90% True False 233
10 0.7693 0.7484 0.0209 2.7% 0.0073 1.0% 81% False False 274
20 0.7693 0.7371 0.0322 4.2% 0.0064 0.8% 87% False False 211
40 0.7693 0.7371 0.0322 4.2% 0.0055 0.7% 87% False False 163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7852
2.618 0.7783
1.618 0.7740
1.000 0.7714
0.618 0.7698
HIGH 0.7672
0.618 0.7655
0.500 0.7650
0.382 0.7645
LOW 0.7629
0.618 0.7603
1.000 0.7587
1.618 0.7560
2.618 0.7518
4.250 0.7448
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 0.7651 0.7636
PP 0.7651 0.7619
S1 0.7650 0.7603

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

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