CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 0.7553 0.7512 -0.0041 -0.5% 0.7465
High 0.7569 0.7546 -0.0023 -0.3% 0.7569
Low 0.7503 0.7512 0.0010 0.1% 0.7454
Close 0.7532 0.7521 -0.0011 -0.1% 0.7532
Range 0.0066 0.0034 -0.0032 -48.5% 0.0114
ATR 0.0047 0.0046 -0.0001 -2.0% 0.0000
Volume 60,503 27,464 -33,039 -54.6% 264,902
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7628 0.7609 0.7540
R3 0.7594 0.7575 0.7530
R2 0.7560 0.7560 0.7527
R1 0.7541 0.7541 0.7524 0.7551
PP 0.7526 0.7526 0.7526 0.7531
S1 0.7507 0.7507 0.7518 0.7517
S2 0.7492 0.7492 0.7515
S3 0.7458 0.7473 0.7512
S4 0.7424 0.7439 0.7502
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7862 0.7811 0.7595
R3 0.7747 0.7697 0.7563
R2 0.7633 0.7633 0.7553
R1 0.7582 0.7582 0.7542 0.7608
PP 0.7518 0.7518 0.7518 0.7531
S1 0.7468 0.7468 0.7522 0.7493
S2 0.7404 0.7404 0.7511
S3 0.7289 0.7353 0.7501
S4 0.7175 0.7239 0.7469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7569 0.7454 0.0114 1.5% 0.0049 0.7% 59% False False 58,473
10 0.7569 0.7439 0.0130 1.7% 0.0046 0.6% 63% False False 58,997
20 0.7569 0.7439 0.0130 1.7% 0.0043 0.6% 63% False False 57,046
40 0.7672 0.7398 0.0274 3.6% 0.0045 0.6% 45% False False 43,625
60 0.7723 0.7398 0.0325 4.3% 0.0048 0.6% 38% False False 29,175
80 0.7723 0.7371 0.0352 4.7% 0.0051 0.7% 43% False False 21,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7691
2.618 0.7635
1.618 0.7601
1.000 0.7580
0.618 0.7567
HIGH 0.7546
0.618 0.7533
0.500 0.7529
0.382 0.7525
LOW 0.7512
0.618 0.7491
1.000 0.7478
1.618 0.7457
2.618 0.7423
4.250 0.7368
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 0.7529 0.7536
PP 0.7526 0.7531
S1 0.7524 0.7526

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

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