CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 0.7676 0.7684 0.0008 0.1% 0.7628
High 0.7715 0.7706 -0.0009 -0.1% 0.7723
Low 0.7674 0.7658 -0.0016 -0.2% 0.7608
Close 0.7686 0.7690 0.0004 0.1% 0.7690
Range 0.0040 0.0048 0.0008 18.5% 0.0115
ATR 0.0060 0.0059 -0.0001 -1.4% 0.0000
Volume 358 260 -98 -27.4% 1,271
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7829 0.7807 0.7716
R3 0.7781 0.7759 0.7703
R2 0.7733 0.7733 0.7698
R1 0.7711 0.7711 0.7694 0.7722
PP 0.7685 0.7685 0.7685 0.7690
S1 0.7663 0.7663 0.7685 0.7674
S2 0.7637 0.7637 0.7681
S3 0.7589 0.7615 0.7676
S4 0.7541 0.7567 0.7663
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.8018 0.7969 0.7753
R3 0.7903 0.7854 0.7721
R2 0.7788 0.7788 0.7711
R1 0.7739 0.7739 0.7700 0.7764
PP 0.7673 0.7673 0.7673 0.7686
S1 0.7624 0.7624 0.7679 0.7649
S2 0.7558 0.7558 0.7668
S3 0.7443 0.7509 0.7658
S4 0.7328 0.7394 0.7626
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% 0.0053 0.7% 71% False False 254
10 0.7723 0.7512 0.0211 2.7% 0.0058 0.8% 84% False False 210
20 0.7723 0.7484 0.0239 3.1% 0.0063 0.8% 86% False False 234
40 0.7723 0.7371 0.0352 4.6% 0.0055 0.7% 91% False False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7910
2.618 0.7832
1.618 0.7784
1.000 0.7754
0.618 0.7736
HIGH 0.7706
0.618 0.7688
0.500 0.7682
0.382 0.7676
LOW 0.7658
0.618 0.7628
1.000 0.7610
1.618 0.7580
2.618 0.7532
4.250 0.7454
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 0.7687 0.7686
PP 0.7685 0.7683
S1 0.7682 0.7680

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

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