CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 26-Apr-2017
Day Change Summary
Previous Current
25-Apr-2017 26-Apr-2017 Change Change % Previous Week
Open 0.7407 0.7371 -0.0036 -0.5% 0.7512
High 0.7411 0.7390 -0.0021 -0.3% 0.7546
Low 0.7344 0.7346 0.0002 0.0% 0.7399
Close 0.7371 0.7350 -0.0021 -0.3% 0.7407
Range 0.0067 0.0044 -0.0022 -33.8% 0.0147
ATR 0.0048 0.0048 0.0000 -0.6% 0.0000
Volume 84,587 98,913 14,326 16.9% 289,775
Daily Pivots for day following 26-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7494 0.7466 0.7374
R3 0.7450 0.7422 0.7362
R2 0.7406 0.7406 0.7358
R1 0.7378 0.7378 0.7354 0.7370
PP 0.7362 0.7362 0.7362 0.7358
S1 0.7334 0.7334 0.7345 0.7326
S2 0.7317 0.7317 0.7341
S3 0.7273 0.7289 0.7337
S4 0.7229 0.7245 0.7325
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 0.7464 0.7344 0.0120 1.6% 0.0047 0.6% 5% False False 73,597
10 0.7569 0.7344 0.0225 3.1% 0.0050 0.7% 2% False False 70,255
20 0.7569 0.7344 0.0225 3.1% 0.0047 0.6% 2% False False 64,079
40 0.7569 0.7344 0.0225 3.1% 0.0044 0.6% 2% False False 56,037
60 0.7723 0.7344 0.0379 5.2% 0.0047 0.6% 1% False False 37,631
80 0.7723 0.7344 0.0379 5.2% 0.0052 0.7% 1% False False 28,278
100 0.7723 0.7344 0.0379 5.2% 0.0050 0.7% 1% False False 22,647
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7577
2.618 0.7505
1.618 0.7461
1.000 0.7434
0.618 0.7417
HIGH 0.7390
0.618 0.7373
0.500 0.7368
0.382 0.7362
LOW 0.7346
0.618 0.7318
1.000 0.7301
1.618 0.7274
2.618 0.7230
4.250 0.7158
Fisher Pivots for day following 26-Apr-2017
Pivot 1 day 3 day
R1 0.7368 0.7404
PP 0.7362 0.7386
S1 0.7356 0.7368

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

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