CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 0.7655 0.7591 -0.0065 -0.8% 0.7628
High 0.7659 0.7622 -0.0037 -0.5% 0.7723
Low 0.7579 0.7586 0.0007 0.1% 0.7608
Close 0.7608 0.7611 0.0003 0.0% 0.7690
Range 0.0079 0.0036 -0.0044 -55.3% 0.0115
ATR 0.0062 0.0060 -0.0002 -3.0% 0.0000
Volume 339 138 -201 -59.3% 1,271
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7713 0.7697 0.7631
R3 0.7677 0.7662 0.7621
R2 0.7642 0.7642 0.7618
R1 0.7626 0.7626 0.7614 0.7634
PP 0.7606 0.7606 0.7606 0.7610
S1 0.7591 0.7591 0.7608 0.7599
S2 0.7571 0.7571 0.7604
S3 0.7535 0.7555 0.7601
S4 0.7500 0.7520 0.7591
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 0.7715 0.7579 0.0135 1.8% 0.0055 0.7% 24% False False 263
10 0.7723 0.7579 0.0144 1.9% 0.0053 0.7% 22% False False 218
20 0.7723 0.7484 0.0239 3.1% 0.0066 0.9% 53% False False 249
40 0.7723 0.7371 0.0352 4.6% 0.0058 0.8% 68% False False 194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7772
2.618 0.7714
1.618 0.7679
1.000 0.7657
0.618 0.7643
HIGH 0.7622
0.618 0.7608
0.500 0.7604
0.382 0.7600
LOW 0.7586
0.618 0.7564
1.000 0.7551
1.618 0.7529
2.618 0.7493
4.250 0.7435
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 0.7609 0.7638
PP 0.7606 0.7629
S1 0.7604 0.7620

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

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