CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	0.7441	0.7447	0.0006	0.1%	0.7481
High	0.7456	0.7451	-0.0006	-0.1%	0.7487
Low	0.7431	0.7420	-0.0011	-0.1%	0.7398
Close	0.7450	0.7425	-0.0025	-0.3%	0.7436
Range	0.0026	0.0031	0.0005	19.6%	0.0089
ATR	0.0047	0.0046	-0.0001	-2.5%	0.0000
Volume	57,039	59,270	2,231	3.9%	234,827

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7523	0.7504	0.7441
R3	0.7493	0.7474	0.7433
R2	0.7462	0.7462	0.7430
R1	0.7443	0.7443	0.7427	0.7438
PP	0.7432	0.7432	0.7432	0.7429
S1	0.7413	0.7413	0.7422	0.7407
S2	0.7401	0.7401	0.7419
S3	0.7371	0.7382	0.7416
S4	0.7340	0.7352	0.7408

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7707	0.7661	0.7485
R3	0.7618	0.7572	0.7460
R2	0.7529	0.7529	0.7452
R1	0.7483	0.7483	0.7444	0.7462
PP	0.7440	0.7440	0.7440	0.7430
S1	0.7394	0.7394	0.7428	0.7373
S2	0.7351	0.7351	0.7420
S3	0.7262	0.7305	0.7412
S4	0.7173	0.7216	0.7387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7474	0.7398	0.0076	1.0%	0.0039	0.5%	35%	False	False	65,002
10	0.7535	0.7398	0.0137	1.8%	0.0037	0.5%	19%	False	False	36,912
20	0.7695	0.7398	0.0297	4.0%	0.0044	0.6%	9%	False	False	19,142
40	0.7723	0.7398	0.0325	4.4%	0.0053	0.7%	8%	False	False	9,702
60	0.7723	0.7371	0.0352	4.7%	0.0053	0.7%	15%	False	False	6,516

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7580
2.618	0.7530
1.618	0.7500
1.000	0.7481
0.618	0.7469
HIGH	0.7451
0.618	0.7439
0.500	0.7435
0.382	0.7432
LOW	0.7420
0.618	0.7401
1.000	0.7390
1.618	0.7371
2.618	0.7340
4.250	0.7290

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	0.7435	0.7436
PP	0.7432	0.7432
S1	0.7428	0.7428

Download as Excel Spreadsheet

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

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