CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 24-Apr-2017

Day Change Summary
	Previous	Current
	21-Apr-2017	24-Apr-2017	Change	Change %	Previous Week
Open	0.7426	0.7422	-0.0004	-0.1%	0.7512
High	0.7436	0.7464	0.0028	0.4%	0.7546
Low	0.7399	0.7401	0.0002	0.0%	0.7399
Close	0.7407	0.7406	-0.0001	0.0%	0.7407
Range	0.0037	0.0063	0.0026	68.9%	0.0147
ATR	0.0045	0.0047	0.0001	2.7%	0.0000
Volume	61,524	63,051	1,527	2.5%	289,775

Daily Pivots for day following 24-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7611	0.7571	0.7440
R3	0.7549	0.7509	0.7423
R2	0.7486	0.7486	0.7417
R1	0.7446	0.7446	0.7412	0.7435
PP	0.7424	0.7424	0.7424	0.7418
S1	0.7384	0.7384	0.7400	0.7372
S2	0.7361	0.7361	0.7395
S3	0.7299	0.7321	0.7389
S4	0.7236	0.7259	0.7372

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	0.7517	0.7399	0.0117	1.6%	0.0047	0.6%	6%	False	False	65,072
10	0.7569	0.7399	0.0169	2.3%	0.0048	0.7%	4%	False	False	61,772
20	0.7569	0.7399	0.0169	2.3%	0.0045	0.6%	4%	False	False	59,976
40	0.7651	0.7398	0.0253	3.4%	0.0045	0.6%	3%	False	False	51,615
60	0.7723	0.7398	0.0325	4.4%	0.0047	0.6%	2%	False	False	34,578
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	10%	False	False	25,987
100	0.7723	0.7371	0.0352	4.7%	0.0050	0.7%	10%	False	False	20,812

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7729
2.618	0.7627
1.618	0.7565
1.000	0.7526
0.618	0.7502
HIGH	0.7464
0.618	0.7440
0.500	0.7432
0.382	0.7425
LOW	0.7401
0.618	0.7362
1.000	0.7339
1.618	0.7300
2.618	0.7237
4.250	0.7135

Fisher Pivots for day following 24-Apr-2017
Pivot	1 day	3 day
R1	0.7432	0.7431
PP	0.7424	0.7423
S1	0.7415	0.7414

Download as Excel Spreadsheet

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

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