CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 0.7422 0.7407 -0.0016 -0.2% 0.7512
High 0.7464 0.7411 -0.0053 -0.7% 0.7546
Low 0.7401 0.7344 -0.0057 -0.8% 0.7399
Close 0.7406 0.7371 -0.0036 -0.5% 0.7407
Range 0.0063 0.0067 0.0004 6.4% 0.0147
ATR 0.0047 0.0048 0.0001 3.0% 0.0000
Volume 63,051 84,587 21,536 34.2% 289,775
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7575 0.7539 0.7407
R3 0.7508 0.7473 0.7389
R2 0.7442 0.7442 0.7383
R1 0.7406 0.7406 0.7377 0.7391
PP 0.7375 0.7375 0.7375 0.7367
S1 0.7340 0.7340 0.7364 0.7324
S2 0.7309 0.7309 0.7358
S3 0.7242 0.7273 0.7352
S4 0.7176 0.7207 0.7334
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 0.7483 0.7344 0.0139 1.9% 0.0051 0.7% 19% False True 67,647
10 0.7569 0.7344 0.0225 3.0% 0.0049 0.7% 12% False True 65,370
20 0.7569 0.7344 0.0225 3.0% 0.0046 0.6% 12% False True 61,578
40 0.7604 0.7344 0.0260 3.5% 0.0045 0.6% 10% False True 53,707
60 0.7723 0.7344 0.0379 5.1% 0.0047 0.6% 7% False True 35,987
80 0.7723 0.7344 0.0379 5.1% 0.0052 0.7% 7% False True 27,043
100 0.7723 0.7344 0.0379 5.1% 0.0050 0.7% 7% False True 21,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7693
2.618 0.7585
1.618 0.7518
1.000 0.7477
0.618 0.7452
HIGH 0.7411
0.618 0.7385
0.500 0.7377
0.382 0.7369
LOW 0.7344
0.618 0.7303
1.000 0.7278
1.618 0.7236
2.618 0.7170
4.250 0.7061
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 0.7377 0.7404
PP 0.7375 0.7393
S1 0.7373 0.7382

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

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