CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 0.7628 0.7648 0.0020 0.3% 0.7514
High 0.7659 0.7723 0.0064 0.8% 0.7672
Low 0.7608 0.7634 0.0026 0.3% 0.7512
Close 0.7639 0.7692 0.0053 0.7% 0.7628
Range 0.0052 0.0089 0.0038 72.8% 0.0160
ATR 0.0061 0.0063 0.0002 3.3% 0.0000
Volume 251 184 -67 -26.7% 832
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7950 0.7910 0.7740
R3 0.7861 0.7821 0.7716
R2 0.7772 0.7772 0.7708
R1 0.7732 0.7732 0.7700 0.7752
PP 0.7683 0.7683 0.7683 0.7693
S1 0.7643 0.7643 0.7683 0.7663
S2 0.7593 0.7593 0.7675
S3 0.7504 0.7553 0.7667
S4 0.7415 0.7464 0.7643
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 0.7723 0.7608 0.0115 1.5% 0.0055 0.7% 73% True False 157
10 0.7723 0.7484 0.0239 3.1% 0.0070 0.9% 87% True False 253
20 0.7723 0.7446 0.0277 3.6% 0.0067 0.9% 89% True False 215
40 0.7723 0.7371 0.0352 4.6% 0.0055 0.7% 91% True False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8101
2.618 0.7956
1.618 0.7867
1.000 0.7812
0.618 0.7778
HIGH 0.7723
0.618 0.7689
0.500 0.7678
0.382 0.7667
LOW 0.7634
0.618 0.7578
1.000 0.7544
1.618 0.7489
2.618 0.7400
4.250 0.7255
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 0.7687 0.7683
PP 0.7683 0.7674
S1 0.7678 0.7665

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

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