CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 21-Apr-2017

Day Change Summary
	Previous	Current
	20-Apr-2017	21-Apr-2017	Change	Change %	Previous Week
Open	0.7424	0.7426	0.0002	0.0%	0.7512
High	0.7437	0.7436	-0.0001	0.0%	0.7546
Low	0.7414	0.7399	-0.0014	-0.2%	0.7399
Close	0.7428	0.7407	-0.0021	-0.3%	0.7407
Range	0.0024	0.0037	0.0013	57.4%	0.0147
ATR	0.0046	0.0045	-0.0001	-1.4%	0.0000
Volume	59,911	61,524	1,613	2.7%	289,775

Daily Pivots for day following 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7503	0.7427
R3	0.7488	0.7466	0.7417
R2	0.7451	0.7451	0.7414
R1	0.7429	0.7429	0.7410	0.7422
PP	0.7414	0.7414	0.7414	0.7410
S1	0.7392	0.7392	0.7404	0.7385
S2	0.7377	0.7377	0.7400
S3	0.7340	0.7355	0.7397
S4	0.7303	0.7318	0.7387

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7796	0.7488
R3	0.7745	0.7649	0.7447
R2	0.7598	0.7598	0.7434
R1	0.7502	0.7502	0.7420	0.7477
PP	0.7451	0.7451	0.7451	0.7438
S1	0.7355	0.7355	0.7394	0.7330
S2	0.7304	0.7304	0.7380
S3	0.7157	0.7208	0.7367
S4	0.7010	0.7061	0.7326

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7546	0.7399	0.0147	2.0%	0.0041	0.6%	5%	False	True	57,955
10	0.7569	0.7399	0.0169	2.3%	0.0047	0.6%	5%	False	True	62,722
20	0.7569	0.7399	0.0169	2.3%	0.0043	0.6%	5%	False	True	59,062
40	0.7672	0.7398	0.0274	3.7%	0.0045	0.6%	3%	False	False	50,056
60	0.7723	0.7398	0.0325	4.4%	0.0047	0.6%	3%	False	False	33,529
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	10%	False	False	25,199

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7593
2.618	0.7533
1.618	0.7496
1.000	0.7473
0.618	0.7459
HIGH	0.7436
0.618	0.7422
0.500	0.7418
0.382	0.7413
LOW	0.7399
0.618	0.7376
1.000	0.7362
1.618	0.7339
2.618	0.7302
4.250	0.7242

Fisher Pivots for day following 21-Apr-2017
Pivot	1 day	3 day
R1	0.7418	0.7441
PP	0.7414	0.7430
S1	0.7411	0.7418

Download as Excel Spreadsheet

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

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