CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 13-Apr-2017

Day Change Summary
	Previous	Current
	12-Apr-2017	13-Apr-2017	Change	Change %	Previous Week
Open	0.7513	0.7553	0.0041	0.5%	0.7521
High	0.7563	0.7569	0.0006	0.1%	0.7522
Low	0.7504	0.7503	-0.0002	0.0%	0.7439
Close	0.7514	0.7532	0.0019	0.2%	0.7462
Range	0.0058	0.0066	0.0008	12.8%	0.0083
ATR	0.0045	0.0047	0.0001	3.2%	0.0000
Volume	105,724	60,503	-45,221	-42.8%	297,613

Daily Pivots for day following 13-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7732	0.7698	0.7568
R3	0.7666	0.7632	0.7550
R2	0.7600	0.7600	0.7544
R1	0.7566	0.7566	0.7538	0.7550
PP	0.7534	0.7534	0.7534	0.7526
S1	0.7500	0.7500	0.7526	0.7484
S2	0.7468	0.7468	0.7520
S3	0.7402	0.7434	0.7514
S4	0.7336	0.7368	0.7496

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	0.7569	0.7452	0.0117	1.5%	0.0052	0.7%	69%	True	False	67,489
10	0.7569	0.7439	0.0130	1.7%	0.0047	0.6%	72%	True	False	62,723
20	0.7569	0.7439	0.0130	1.7%	0.0044	0.6%	72%	True	False	58,421
40	0.7695	0.7398	0.0297	3.9%	0.0045	0.6%	45%	False	False	42,945
60	0.7723	0.7398	0.0325	4.3%	0.0049	0.6%	41%	False	False	28,721
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	46%	False	False	21,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.7849
2.618	0.7741
1.618	0.7675
1.000	0.7635
0.618	0.7609
HIGH	0.7569
0.618	0.7543
0.500	0.7536
0.382	0.7528
LOW	0.7503
0.618	0.7462
1.000	0.7437
1.618	0.7396
2.618	0.7330
4.250	0.7222

Fisher Pivots for day following 13-Apr-2017
Pivot	1 day	3 day
R1	0.7536	0.7532
PP	0.7534	0.7531
S1	0.7533	0.7531

Download as Excel Spreadsheet

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

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