CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 19-Apr-2017

Day Change Summary
	Previous	Current
	18-Apr-2017	19-Apr-2017	Change	Change %	Previous Week
Open	0.7515	0.7480	-0.0035	-0.5%	0.7465
High	0.7517	0.7483	-0.0034	-0.5%	0.7569
Low	0.7469	0.7418	-0.0051	-0.7%	0.7454
Close	0.7480	0.7420	-0.0061	-0.8%	0.7532
Range	0.0048	0.0065	0.0017	34.4%	0.0114
ATR	0.0046	0.0048	0.0001	2.8%	0.0000
Volume	71,710	69,166	-2,544	-3.5%	264,902

Daily Pivots for day following 19-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7591	0.7455
R3	0.7569	0.7527	0.7437
R2	0.7505	0.7505	0.7431
R1	0.7462	0.7462	0.7425	0.7451
PP	0.7440	0.7440	0.7440	0.7435
S1	0.7398	0.7398	0.7414	0.7387
S2	0.7376	0.7376	0.7408
S3	0.7311	0.7333	0.7402
S4	0.7247	0.7269	0.7384

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	0.7418	0.0151	2.0%	0.0054	0.7%	1%	False	True	66,913
10	0.7569	0.7418	0.0151	2.0%	0.0047	0.6%	1%	False	True	60,710
20	0.7569	0.7418	0.0151	2.0%	0.0044	0.6%	1%	False	True	58,281
40	0.7672	0.7398	0.0274	3.7%	0.0046	0.6%	8%	False	False	47,131
60	0.7723	0.7398	0.0325	4.4%	0.0048	0.7%	7%	False	False	31,513
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	14%	False	False	23,687

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7757
2.618	0.7651
1.618	0.7587
1.000	0.7547
0.618	0.7522
HIGH	0.7483
0.618	0.7458
0.500	0.7450
0.382	0.7443
LOW	0.7418
0.618	0.7378
1.000	0.7354
1.618	0.7314
2.618	0.7249
4.250	0.7144

Fisher Pivots for day following 19-Apr-2017
Pivot	1 day	3 day
R1	0.7450	0.7482
PP	0.7440	0.7461
S1	0.7430	0.7440

Download as Excel Spreadsheet

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

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