CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 0.7616 0.7607 -0.0009 -0.1% 0.7646
High 0.7636 0.7651 0.0015 0.2% 0.7695
Low 0.7572 0.7602 0.0030 0.4% 0.7627
Close 0.7607 0.7634 0.0027 0.4% 0.7640
Range 0.0063 0.0049 -0.0014 -22.8% 0.0068
ATR 0.0054 0.0054 0.0000 -0.7% 0.0000
Volume 836 3,598 2,762 330.4% 1,759
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7776 0.7754 0.7661
R3 0.7727 0.7705 0.7647
R2 0.7678 0.7678 0.7643
R1 0.7656 0.7656 0.7638 0.7667
PP 0.7629 0.7629 0.7629 0.7634
S1 0.7607 0.7607 0.7630 0.7618
S2 0.7580 0.7580 0.7625
S3 0.7531 0.7558 0.7621
S4 0.7482 0.7509 0.7607
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% 0.0048 0.6% 50% False False 1,069
10 0.7695 0.7572 0.0123 1.6% 0.0048 0.6% 50% False False 737
20 0.7723 0.7572 0.0151 2.0% 0.0051 0.7% 41% False False 477
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.7% 75% False False 343
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7859
2.618 0.7779
1.618 0.7730
1.000 0.7700
0.618 0.7681
HIGH 0.7651
0.618 0.7632
0.500 0.7626
0.382 0.7620
LOW 0.7602
0.618 0.7571
1.000 0.7553
1.618 0.7522
2.618 0.7473
4.250 0.7393
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 0.7631 0.7627
PP 0.7629 0.7621
S1 0.7626 0.7614

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

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