CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 0.7298 0.7289 -0.0010 -0.1% 0.7422
High 0.7320 0.7303 -0.0017 -0.2% 0.7464
Low 0.7282 0.7263 -0.0019 -0.3% 0.7306
Close 0.7299 0.7270 -0.0030 -0.4% 0.7320
Range 0.0038 0.0040 0.0002 6.6% 0.0158
ATR 0.0048 0.0047 -0.0001 -1.1% 0.0000
Volume 76,293 78,916 2,623 3.4% 414,780
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 0.7400 0.7375 0.7292
R3 0.7359 0.7335 0.7281
R2 0.7319 0.7319 0.7277
R1 0.7294 0.7294 0.7273 0.7286
PP 0.7278 0.7278 0.7278 0.7274
S1 0.7254 0.7254 0.7266 0.7246
S2 0.7238 0.7238 0.7262
S3 0.7197 0.7213 0.7258
S4 0.7157 0.7173 0.7247
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 0.7344 0.7263 0.0081 1.1% 0.0040 0.6% 9% False True 69,247
10 0.7464 0.7263 0.0201 2.8% 0.0049 0.7% 3% False True 74,834
20 0.7569 0.7263 0.0306 4.2% 0.0047 0.7% 2% False True 67,817
40 0.7569 0.7263 0.0306 4.2% 0.0045 0.6% 2% False True 64,576
60 0.7695 0.7263 0.0432 5.9% 0.0046 0.6% 2% False True 44,942
80 0.7723 0.7263 0.0460 6.3% 0.0051 0.7% 2% False True 33,768
100 0.7723 0.7263 0.0460 6.3% 0.0050 0.7% 2% False True 27,042
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7409
1.618 0.7369
1.000 0.7343
0.618 0.7328
HIGH 0.7303
0.618 0.7288
0.500 0.7283
0.382 0.7278
LOW 0.7263
0.618 0.7237
1.000 0.7222
1.618 0.7197
2.618 0.7156
4.250 0.7090
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 0.7283 0.7296
PP 0.7278 0.7287
S1 0.7274 0.7278

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

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