CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 0.7346 0.7339 -0.0008 -0.1% 0.7422
High 0.7396 0.7344 -0.0052 -0.7% 0.7464
Low 0.7320 0.7306 -0.0014 -0.2% 0.7306
Close 0.7348 0.7320 -0.0028 -0.4% 0.7320
Range 0.0077 0.0038 -0.0038 -49.7% 0.0158
ATR 0.0050 0.0049 -0.0001 -1.0% 0.0000
Volume 94,035 74,194 -19,841 -21.1% 414,780
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7439 0.7418 0.7341
R3 0.7400 0.7379 0.7331
R2 0.7362 0.7362 0.7327
R1 0.7341 0.7341 0.7324 0.7332
PP 0.7323 0.7323 0.7323 0.7319
S1 0.7302 0.7302 0.7316 0.7294
S2 0.7285 0.7285 0.7313
S3 0.7246 0.7264 0.7309
S4 0.7208 0.7225 0.7299
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7837 0.7736 0.7407
R3 0.7679 0.7578 0.7363
R2 0.7521 0.7521 0.7349
R1 0.7421 0.7421 0.7334 0.7392
PP 0.7363 0.7363 0.7363 0.7349
S1 0.7263 0.7263 0.7306 0.7234
S2 0.7205 0.7205 0.7291
S3 0.7047 0.7105 0.7277
S4 0.6889 0.6947 0.7233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7306 0.0158 2.2% 0.0058 0.8% 9% False True 82,956
10 0.7546 0.7306 0.0240 3.3% 0.0049 0.7% 6% False True 70,455
20 0.7569 0.7306 0.0263 3.6% 0.0048 0.7% 6% False True 66,589
40 0.7569 0.7306 0.0263 3.6% 0.0045 0.6% 6% False True 59,950
60 0.7715 0.7306 0.0409 5.6% 0.0047 0.6% 4% False True 40,428
80 0.7723 0.7306 0.0417 5.7% 0.0052 0.7% 3% False True 30,376
100 0.7723 0.7306 0.0417 5.7% 0.0050 0.7% 3% False True 24,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7445
1.618 0.7406
1.000 0.7382
0.618 0.7368
HIGH 0.7344
0.618 0.7329
0.500 0.7325
0.382 0.7320
LOW 0.7306
0.618 0.7282
1.000 0.7267
1.618 0.7243
2.618 0.7205
4.250 0.7142
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 0.7325 0.7351
PP 0.7323 0.7341
S1 0.7322 0.7330

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

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