CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 0.7668 0.7650 -0.0018 -0.2% 0.7514
High 0.7672 0.7652 -0.0020 -0.3% 0.7672
Low 0.7629 0.7616 -0.0013 -0.2% 0.7512
Close 0.7652 0.7628 -0.0024 -0.3% 0.7628
Range 0.0042 0.0036 -0.0007 -16.5% 0.0160
ATR 0.0063 0.0061 -0.0002 -3.1% 0.0000
Volume 117 96 -21 -17.9% 832
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7738 0.7719 0.7648
R3 0.7703 0.7683 0.7638
R2 0.7667 0.7667 0.7635
R1 0.7648 0.7648 0.7631 0.7640
PP 0.7632 0.7632 0.7632 0.7628
S1 0.7612 0.7612 0.7625 0.7604
S2 0.7596 0.7596 0.7621
S3 0.7561 0.7577 0.7618
S4 0.7525 0.7541 0.7608
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8082 0.8015 0.7716
R3 0.7923 0.7855 0.7672
R2 0.7763 0.7763 0.7657
R1 0.7696 0.7696 0.7643 0.7730
PP 0.7604 0.7604 0.7604 0.7621
S1 0.7536 0.7536 0.7613 0.7570
S2 0.7444 0.7444 0.7599
S3 0.7285 0.7377 0.7584
S4 0.7125 0.7217 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7512 0.0160 2.1% 0.0062 0.8% 73% False False 166
10 0.7693 0.7484 0.0209 2.7% 0.0068 0.9% 69% False False 238
20 0.7693 0.7393 0.0300 3.9% 0.0064 0.8% 78% False False 211
40 0.7693 0.7371 0.0322 4.2% 0.0055 0.7% 80% False False 165
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7802
2.618 0.7744
1.618 0.7709
1.000 0.7687
0.618 0.7673
HIGH 0.7652
0.618 0.7638
0.500 0.7634
0.382 0.7630
LOW 0.7616
0.618 0.7594
1.000 0.7580
1.618 0.7559
2.618 0.7523
4.250 0.7465
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 0.7634 0.7641
PP 0.7632 0.7637
S1 0.7630 0.7632

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

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