CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 0.7665 0.7660 -0.0006 -0.1% 0.7646
High 0.7695 0.7665 -0.0031 -0.4% 0.7695
Low 0.7655 0.7627 -0.0028 -0.4% 0.7627
Close 0.7661 0.7640 -0.0021 -0.3% 0.7640
Range 0.0040 0.0038 -0.0003 -6.2% 0.0068
ATR 0.0055 0.0053 -0.0001 -2.2% 0.0000
Volume 241 272 31 12.9% 1,759
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7758 0.7737 0.7661
R3 0.7720 0.7699 0.7650
R2 0.7682 0.7682 0.7647
R1 0.7661 0.7661 0.7643 0.7652
PP 0.7644 0.7644 0.7644 0.7639
S1 0.7623 0.7623 0.7637 0.7614
S2 0.7606 0.7606 0.7633
S3 0.7568 0.7585 0.7630
S4 0.7530 0.7547 0.7619
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7859 0.7818 0.7678
R3 0.7791 0.7750 0.7659
R2 0.7722 0.7722 0.7653
R1 0.7681 0.7681 0.7646 0.7668
PP 0.7654 0.7654 0.7654 0.7647
S1 0.7613 0.7613 0.7634 0.7599
S2 0.7585 0.7585 0.7627
S3 0.7517 0.7544 0.7621
S4 0.7448 0.7476 0.7602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7695 0.7627 0.0068 0.9% 0.0039 0.5% 20% False True 351
10 0.7697 0.7579 0.0118 1.5% 0.0050 0.7% 52% False False 323
20 0.7723 0.7512 0.0211 2.8% 0.0054 0.7% 61% False False 266
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.7% 77% False False 235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7764
1.618 0.7726
1.000 0.7702
0.618 0.7688
HIGH 0.7665
0.618 0.7650
0.500 0.7646
0.382 0.7641
LOW 0.7627
0.618 0.7603
1.000 0.7589
1.618 0.7565
2.618 0.7527
4.250 0.7465
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 0.7646 0.7661
PP 0.7644 0.7654
S1 0.7642 0.7647

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

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