CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 0.7644 0.7616 -0.0028 -0.4% 0.7646
High 0.7656 0.7636 -0.0020 -0.3% 0.7695
Low 0.7604 0.7572 -0.0032 -0.4% 0.7627
Close 0.7619 0.7607 -0.0012 -0.2% 0.7640
Range 0.0051 0.0063 0.0012 23.3% 0.0068
ATR 0.0053 0.0054 0.0001 1.4% 0.0000
Volume 399 836 437 109.5% 1,759
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7795 0.7765 0.7642
R3 0.7732 0.7701 0.7624
R2 0.7668 0.7668 0.7619
R1 0.7638 0.7638 0.7613 0.7621
PP 0.7605 0.7605 0.7605 0.7597
S1 0.7574 0.7574 0.7601 0.7558
S2 0.7541 0.7541 0.7595
S3 0.7478 0.7511 0.7590
S4 0.7414 0.7447 0.7572
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 0.7572 0.0123 1.6% 0.0045 0.6% 28% False True 460
10 0.7695 0.7572 0.0123 1.6% 0.0046 0.6% 28% False True 391
20 0.7723 0.7572 0.0151 2.0% 0.0051 0.7% 23% False True 304
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.8% 67% False False 257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7905
2.618 0.7802
1.618 0.7738
1.000 0.7699
0.618 0.7675
HIGH 0.7636
0.618 0.7611
0.500 0.7604
0.382 0.7596
LOW 0.7572
0.618 0.7533
1.000 0.7509
1.618 0.7469
2.618 0.7406
4.250 0.7302
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 0.7606 0.7618
PP 0.7605 0.7615
S1 0.7604 0.7611

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

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