CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 0.7480 0.7424 -0.0056 -0.7% 0.7465
High 0.7483 0.7437 -0.0046 -0.6% 0.7569
Low 0.7418 0.7414 -0.0005 -0.1% 0.7454
Close 0.7420 0.7428 0.0009 0.1% 0.7532
Range 0.0065 0.0024 -0.0041 -63.6% 0.0114
ATR 0.0048 0.0046 -0.0002 -3.6% 0.0000
Volume 69,166 59,911 -9,255 -13.4% 264,902
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7497 0.7486 0.7441
R3 0.7473 0.7462 0.7434
R2 0.7450 0.7450 0.7432
R1 0.7439 0.7439 0.7430 0.7444
PP 0.7426 0.7426 0.7426 0.7429
S1 0.7415 0.7415 0.7426 0.7421
S2 0.7403 0.7403 0.7424
S3 0.7379 0.7392 0.7422
S4 0.7356 0.7368 0.7415
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 0.7414 0.0155 2.1% 0.0047 0.6% 9% False True 57,750
10 0.7569 0.7414 0.0155 2.1% 0.0046 0.6% 9% False True 60,799
20 0.7569 0.7414 0.0155 2.1% 0.0043 0.6% 9% False True 58,191
40 0.7672 0.7398 0.0274 3.7% 0.0045 0.6% 11% False False 48,607
60 0.7723 0.7398 0.0325 4.4% 0.0047 0.6% 9% False False 32,506
80 0.7723 0.7371 0.0352 4.7% 0.0051 0.7% 16% False False 24,432
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0007
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7537
2.618 0.7499
1.618 0.7475
1.000 0.7461
0.618 0.7452
HIGH 0.7437
0.618 0.7428
0.500 0.7425
0.382 0.7422
LOW 0.7414
0.618 0.7399
1.000 0.7390
1.618 0.7375
2.618 0.7352
4.250 0.7314
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 0.7427 0.7465
PP 0.7426 0.7453
S1 0.7425 0.7440

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

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