CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	0.7497	0.7494	-0.0003	0.0%	0.7502
High	0.7502	0.7516	0.0014	0.2%	0.7549
Low	0.7479	0.7469	-0.0011	-0.1%	0.7466
Close	0.7483	0.7486	0.0003	0.0%	0.7483
Range	0.0023	0.0047	0.0025	108.9%	0.0083
ATR	0.0046	0.0046	0.0000	0.2%	0.0000
Volume	44,760	52,555	7,795	17.4%	266,747

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7606	0.7512
R3	0.7584	0.7559	0.7499
R2	0.7537	0.7537	0.7495
R1	0.7512	0.7512	0.7490	0.7501
PP	0.7490	0.7490	0.7490	0.7485
S1	0.7465	0.7465	0.7482	0.7454
S2	0.7443	0.7443	0.7477
S3	0.7396	0.7418	0.7473
S4	0.7349	0.7371	0.7460

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7697	0.7528
R3	0.7664	0.7615	0.7506
R2	0.7582	0.7582	0.7498
R1	0.7532	0.7532	0.7491	0.7516
PP	0.7499	0.7499	0.7499	0.7491
S1	0.7450	0.7450	0.7475	0.7433
S2	0.7417	0.7417	0.7468
S3	0.7334	0.7367	0.7460
S4	0.7252	0.7285	0.7438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7549	0.7466	0.0083	1.1%	0.0040	0.5%	24%	False	False	55,012
10	0.7549	0.7420	0.0129	1.7%	0.0046	0.6%	51%	False	False	60,115
20	0.7604	0.7398	0.0206	2.8%	0.0044	0.6%	43%	False	False	45,835
40	0.7723	0.7398	0.0325	4.3%	0.0048	0.6%	27%	False	False	23,191
60	0.7723	0.7393	0.0330	4.4%	0.0053	0.7%	28%	False	False	15,531
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	33%	False	False	11,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7715
2.618	0.7639
1.618	0.7592
1.000	0.7563
0.618	0.7545
HIGH	0.7516
0.618	0.7498
0.500	0.7492
0.382	0.7486
LOW	0.7469
0.618	0.7439
1.000	0.7422
1.618	0.7392
2.618	0.7345
4.250	0.7269

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	0.7492	0.7494
PP	0.7490	0.7491
S1	0.7488	0.7489

Download as Excel Spreadsheet

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

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