CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 0.7648 0.7683 0.0035 0.5% 0.7514
High 0.7723 0.7683 -0.0040 -0.5% 0.7672
Low 0.7634 0.7645 0.0011 0.1% 0.7512
Close 0.7692 0.7677 -0.0015 -0.2% 0.7628
Range 0.0089 0.0038 -0.0051 -56.7% 0.0160
ATR 0.0063 0.0062 -0.0001 -1.8% 0.0000
Volume 184 218 34 18.5% 832
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7784 0.7769 0.7698
R3 0.7745 0.7730 0.7688
R2 0.7707 0.7707 0.7684
R1 0.7692 0.7692 0.7681 0.7680
PP 0.7668 0.7668 0.7668 0.7662
S1 0.7653 0.7653 0.7673 0.7642
S2 0.7630 0.7630 0.7670
S3 0.7591 0.7615 0.7666
S4 0.7553 0.7576 0.7656
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% 0.0051 0.7% 60% False False 173
10 0.7723 0.7484 0.0239 3.1% 0.0060 0.8% 81% False False 213
20 0.7723 0.7448 0.0275 3.6% 0.0067 0.9% 83% False False 219
40 0.7723 0.7371 0.0352 4.6% 0.0055 0.7% 87% False False 178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7847
2.618 0.7784
1.618 0.7745
1.000 0.7721
0.618 0.7707
HIGH 0.7683
0.618 0.7668
0.500 0.7664
0.382 0.7659
LOW 0.7645
0.618 0.7621
1.000 0.7606
1.618 0.7582
2.618 0.7544
4.250 0.7481
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 0.7673 0.7673
PP 0.7668 0.7669
S1 0.7664 0.7665

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

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