CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-Feb-2017
Day Change Summary
Previous Current
15-Feb-2017 16-Feb-2017 Change Change % Previous Week
Open 0.7652 0.7665 0.0014 0.2% 0.7688
High 0.7663 0.7695 0.0033 0.4% 0.7697
Low 0.7632 0.7655 0.0023 0.3% 0.7579
Close 0.7652 0.7661 0.0009 0.1% 0.7649
Range 0.0031 0.0040 0.0009 30.6% 0.0118
ATR 0.0056 0.0055 -0.0001 -1.5% 0.0000
Volume 555 241 -314 -56.6% 1,477
Daily Pivots for day following 16-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7792 0.7767 0.7683
R3 0.7751 0.7726 0.7672
R2 0.7711 0.7711 0.7668
R1 0.7686 0.7686 0.7665 0.7678
PP 0.7670 0.7670 0.7670 0.7666
S1 0.7645 0.7645 0.7657 0.7638
S2 0.7630 0.7630 0.7654
S3 0.7589 0.7605 0.7650
S4 0.7549 0.7564 0.7639
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 0.7695 0.7610 0.0085 1.1% 0.0047 0.6% 60% True False 404
10 0.7706 0.7579 0.0127 1.7% 0.0051 0.7% 65% False False 322
20 0.7723 0.7484 0.0239 3.1% 0.0055 0.7% 74% False False 274
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.7% 83% False False 229
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7867
2.618 0.7801
1.618 0.7761
1.000 0.7735
0.618 0.7720
HIGH 0.7695
0.618 0.7680
0.500 0.7675
0.382 0.7670
LOW 0.7655
0.618 0.7629
1.000 0.7614
1.618 0.7589
2.618 0.7548
4.250 0.7482
Fisher Pivots for day following 16-Feb-2017
Pivot 1 day 3 day
R1 0.7675 0.7663
PP 0.7670 0.7663
S1 0.7666 0.7662

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

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