CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 0.7631 0.7640 0.0010 0.1% 0.7644
High 0.7672 0.7651 -0.0022 -0.3% 0.7672
Low 0.7631 0.7595 -0.0036 -0.5% 0.7572
Close 0.7643 0.7612 -0.0030 -0.4% 0.7643
Range 0.0042 0.0056 0.0014 33.7% 0.0100
ATR 0.0053 0.0053 0.0000 0.4% 0.0000
Volume 660 939 279 42.3% 5,493
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7786 0.7754 0.7643
R3 0.7730 0.7699 0.7627
R2 0.7675 0.7675 0.7622
R1 0.7643 0.7643 0.7617 0.7631
PP 0.7619 0.7619 0.7619 0.7613
S1 0.7588 0.7588 0.7607 0.7576
S2 0.7564 0.7564 0.7602
S3 0.7508 0.7532 0.7597
S4 0.7453 0.7477 0.7581
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% 0.0052 0.7% 40% False False 1,286
10 0.7695 0.7572 0.0123 1.6% 0.0045 0.6% 33% False False 819
20 0.7723 0.7572 0.0151 2.0% 0.0051 0.7% 27% False False 546
40 0.7723 0.7393 0.0330 4.3% 0.0058 0.8% 66% False False 379
60 0.7723 0.7371 0.0352 4.6% 0.0054 0.7% 69% False False 292
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7796
1.618 0.7740
1.000 0.7706
0.618 0.7685
HIGH 0.7651
0.618 0.7629
0.500 0.7623
0.382 0.7616
LOW 0.7595
0.618 0.7561
1.000 0.7539
1.618 0.7505
2.618 0.7450
4.250 0.7359
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 0.7623 0.7634
PP 0.7619 0.7626
S1 0.7616 0.7619

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

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