CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 0.7305 0.7294 -0.0011 -0.2% 0.7328
High 0.7319 0.7331 0.0013 0.2% 0.7338
Low 0.7275 0.7286 0.0011 0.2% 0.7254
Close 0.7293 0.7317 0.0024 0.3% 0.7312
Range 0.0044 0.0046 0.0002 3.4% 0.0084
ATR 0.0049 0.0049 0.0000 -0.5% 0.0000
Volume 77,846 70,619 -7,227 -9.3% 365,860
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 0.7448 0.7428 0.7342
R3 0.7402 0.7382 0.7330
R2 0.7357 0.7357 0.7325
R1 0.7337 0.7337 0.7321 0.7347
PP 0.7311 0.7311 0.7311 0.7316
S1 0.7291 0.7291 0.7313 0.7301
S2 0.7266 0.7266 0.7309
S3 0.7220 0.7246 0.7304
S4 0.7175 0.7200 0.7292
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.7553 0.7516 0.7358
R3 0.7469 0.7432 0.7335
R2 0.7385 0.7385 0.7327
R1 0.7348 0.7348 0.7319 0.7325
PP 0.7301 0.7301 0.7301 0.7289
S1 0.7264 0.7264 0.7304 0.7241
S2 0.7217 0.7217 0.7296
S3 0.7133 0.7180 0.7288
S4 0.7049 0.7096 0.7265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7334 0.7254 0.0081 1.1% 0.0052 0.7% 79% False False 78,492
10 0.7396 0.7254 0.0143 1.9% 0.0050 0.7% 45% False False 75,381
20 0.7569 0.7254 0.0315 4.3% 0.0050 0.7% 20% False False 72,818
40 0.7569 0.7254 0.0315 4.3% 0.0047 0.6% 20% False False 65,654
60 0.7695 0.7254 0.0442 6.0% 0.0046 0.6% 14% False False 50,150
80 0.7723 0.7254 0.0469 6.4% 0.0050 0.7% 14% False False 37,678
100 0.7723 0.7254 0.0469 6.4% 0.0051 0.7% 14% False False 30,172
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 True
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 0.7524
2.618 0.7450
1.618 0.7405
1.000 0.7377
0.618 0.7359
HIGH 0.7331
0.618 0.7314
0.500 0.7308
0.382 0.7303
LOW 0.7286
0.618 0.7257
1.000 0.7240
1.618 0.7212
2.618 0.7166
4.250 0.7092
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 0.7314 0.7313
PP 0.7311 0.7308
S1 0.7308 0.7304

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

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