CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 0.7663 0.7652 -0.0011 -0.2% 0.7688
High 0.7686 0.7663 -0.0023 -0.3% 0.7697
Low 0.7639 0.7632 -0.0008 -0.1% 0.7579
Close 0.7658 0.7652 -0.0006 -0.1% 0.7649
Range 0.0047 0.0031 -0.0016 -33.3% 0.0118
ATR 0.0057 0.0056 -0.0002 -3.3% 0.0000
Volume 529 555 26 4.9% 1,477
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7742 0.7728 0.7669
R3 0.7711 0.7697 0.7660
R2 0.7680 0.7680 0.7657
R1 0.7666 0.7666 0.7654 0.7667
PP 0.7649 0.7649 0.7649 0.7649
S1 0.7635 0.7635 0.7649 0.7636
S2 0.7618 0.7618 0.7646
S3 0.7587 0.7604 0.7643
S4 0.7556 0.7573 0.7634
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7996 0.7940 0.7714
R3 0.7878 0.7822 0.7681
R2 0.7760 0.7760 0.7671
R1 0.7704 0.7704 0.7660 0.7673
PP 0.7642 0.7642 0.7642 0.7626
S1 0.7586 0.7586 0.7638 0.7555
S2 0.7524 0.7524 0.7627
S3 0.7406 0.7468 0.7617
S4 0.7288 0.7350 0.7584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7604 0.0084 1.1% 0.0047 0.6% 57% False False 405
10 0.7715 0.7579 0.0135 1.8% 0.0051 0.7% 54% False False 334
20 0.7723 0.7484 0.0239 3.1% 0.0056 0.7% 70% False False 273
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.7% 80% False False 226
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7794
2.618 0.7744
1.618 0.7713
1.000 0.7694
0.618 0.7682
HIGH 0.7663
0.618 0.7651
0.500 0.7647
0.382 0.7643
LOW 0.7632
0.618 0.7612
1.000 0.7601
1.618 0.7581
2.618 0.7550
4.250 0.7500
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 0.7650 0.7658
PP 0.7649 0.7656
S1 0.7647 0.7654

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

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