CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 0.7321 0.7304 -0.0016 -0.2% 0.7326
High 0.7321 0.7322 0.0001 0.0% 0.7334
Low 0.7266 0.7281 0.0015 0.2% 0.7266
Close 0.7306 0.7296 -0.0010 -0.1% 0.7296
Range 0.0055 0.0041 -0.0013 -24.8% 0.0068
ATR 0.0049 0.0049 -0.0001 -1.2% 0.0000
Volume 77,307 55,502 -21,805 -28.2% 352,539
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7422 0.7400 0.7318
R3 0.7381 0.7359 0.7307
R2 0.7340 0.7340 0.7303
R1 0.7318 0.7318 0.7299 0.7309
PP 0.7299 0.7299 0.7299 0.7295
S1 0.7277 0.7277 0.7292 0.7267
S2 0.7258 0.7258 0.7288
S3 0.7217 0.7236 0.7284
S4 0.7176 0.7195 0.7273
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.7501 0.7466 0.7333
R3 0.7433 0.7398 0.7314
R2 0.7366 0.7366 0.7308
R1 0.7331 0.7331 0.7302 0.7315
PP 0.7298 0.7298 0.7298 0.7290
S1 0.7263 0.7263 0.7289 0.7247
S2 0.7231 0.7231 0.7283
S3 0.7163 0.7196 0.7277
S4 0.7096 0.7128 0.7258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7334 0.7266 0.0068 0.9% 0.0047 0.6% 44% False False 70,507
10 0.7338 0.7254 0.0084 1.2% 0.0048 0.7% 50% False False 71,839
20 0.7546 0.7254 0.0293 4.0% 0.0049 0.7% 14% False False 71,147
40 0.7569 0.7254 0.0315 4.3% 0.0046 0.6% 13% False False 64,784
60 0.7695 0.7254 0.0442 6.1% 0.0046 0.6% 10% False False 52,346
80 0.7723 0.7254 0.0469 6.4% 0.0049 0.7% 9% False False 39,328
100 0.7723 0.7254 0.0469 6.4% 0.0051 0.7% 9% False False 31,498
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7429
1.618 0.7388
1.000 0.7363
0.618 0.7347
HIGH 0.7322
0.618 0.7306
0.500 0.7301
0.382 0.7296
LOW 0.7281
0.618 0.7255
1.000 0.7239
1.618 0.7214
2.618 0.7173
4.250 0.7106
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 0.7301 0.7299
PP 0.7299 0.7298
S1 0.7297 0.7297

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

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