CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 10-Apr-2017

Day Change Summary
	Previous	Current
	07-Apr-2017	10-Apr-2017	Change	Change %	Previous Week
Open	0.7459	0.7465	0.0006	0.1%	0.7521
High	0.7502	0.7515	0.0013	0.2%	0.7522
Low	0.7452	0.7454	0.0002	0.0%	0.7439
Close	0.7462	0.7509	0.0047	0.6%	0.7462
Range	0.0050	0.0061	0.0011	22.0%	0.0083
ATR	0.0045	0.0046	0.0001	2.6%	0.0000
Volume	72,544	48,612	-23,932	-33.0%	297,613

Daily Pivots for day following 10-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7653	0.7542
R3	0.7614	0.7592	0.7525
R2	0.7553	0.7553	0.7520
R1	0.7531	0.7531	0.7514	0.7542
PP	0.7493	0.7493	0.7493	0.7498
S1	0.7470	0.7470	0.7503	0.7481
S2	0.7432	0.7432	0.7497
S3	0.7371	0.7409	0.7492
S4	0.7310	0.7348	0.7475

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7675	0.7507
R3	0.7640	0.7592	0.7484
R2	0.7557	0.7557	0.7477
R1	0.7509	0.7509	0.7469	0.7492
PP	0.7474	0.7474	0.7474	0.7465
S1	0.7426	0.7426	0.7454	0.7409
S2	0.7391	0.7391	0.7446
S3	0.7308	0.7343	0.7439
S4	0.7225	0.7260	0.7416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7515	0.7439	0.0077	1.0%	0.0044	0.6%	92%	True	False	55,903
10	0.7541	0.7439	0.0102	1.4%	0.0044	0.6%	69%	False	False	57,786
20	0.7549	0.7420	0.0129	1.7%	0.0045	0.6%	69%	False	False	58,950
40	0.7695	0.7398	0.0297	4.0%	0.0045	0.6%	37%	False	False	37,569
60	0.7723	0.7398	0.0325	4.3%	0.0051	0.7%	34%	False	False	25,131
80	0.7723	0.7371	0.0352	4.7%	0.0052	0.7%	39%	False	False	18,886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7675
1.618	0.7614
1.000	0.7576
0.618	0.7553
HIGH	0.7515
0.618	0.7492
0.500	0.7485
0.382	0.7477
LOW	0.7454
0.618	0.7416
1.000	0.7393
1.618	0.7355
2.618	0.7294
4.250	0.7195

Fisher Pivots for day following 10-Apr-2017
Pivot	1 day	3 day
R1	0.7501	0.7498
PP	0.7493	0.7488
S1	0.7485	0.7478

Download as Excel Spreadsheet

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

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