CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 0.7607 0.7631 0.0024 0.3% 0.7644
High 0.7651 0.7672 0.0022 0.3% 0.7672
Low 0.7602 0.7631 0.0029 0.4% 0.7572
Close 0.7634 0.7643 0.0008 0.1% 0.7643
Range 0.0049 0.0042 -0.0007 -15.3% 0.0100
ATR 0.0054 0.0053 -0.0001 -1.6% 0.0000
Volume 3,598 660 -2,938 -81.7% 5,493
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7773 0.7749 0.7665
R3 0.7731 0.7708 0.7654
R2 0.7690 0.7690 0.7650
R1 0.7666 0.7666 0.7646 0.7678
PP 0.7648 0.7648 0.7648 0.7654
S1 0.7625 0.7625 0.7639 0.7637
S2 0.7607 0.7607 0.7635
S3 0.7565 0.7583 0.7631
S4 0.7524 0.7542 0.7620
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7929 0.7886 0.7698
R3 0.7829 0.7786 0.7670
R2 0.7729 0.7729 0.7661
R1 0.7686 0.7686 0.7652 0.7657
PP 0.7629 0.7629 0.7629 0.7615
S1 0.7586 0.7586 0.7633 0.7557
S2 0.7529 0.7529 0.7624
S3 0.7429 0.7486 0.7615
S4 0.7329 0.7386 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7572 0.0100 1.3% 0.0049 0.6% 70% True False 1,153
10 0.7695 0.7572 0.0123 1.6% 0.0048 0.6% 57% False False 778
20 0.7723 0.7572 0.0151 2.0% 0.0050 0.7% 47% False False 504
40 0.7723 0.7371 0.0352 4.6% 0.0057 0.8% 77% False False 358
60 0.7723 0.7371 0.0352 4.6% 0.0053 0.7% 77% False False 277
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7848
2.618 0.7781
1.618 0.7739
1.000 0.7714
0.618 0.7698
HIGH 0.7672
0.618 0.7656
0.500 0.7651
0.382 0.7646
LOW 0.7631
0.618 0.7605
1.000 0.7589
1.618 0.7563
2.618 0.7522
4.250 0.7454
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 0.7651 0.7636
PP 0.7648 0.7629
S1 0.7645 0.7622

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

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