CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 0.7304 0.7299 -0.0006 -0.1% 0.7326
High 0.7322 0.7356 0.0034 0.5% 0.7334
Low 0.7281 0.7291 0.0010 0.1% 0.7266
Close 0.7296 0.7332 0.0037 0.5% 0.7296
Range 0.0041 0.0065 0.0024 58.5% 0.0068
ATR 0.0049 0.0050 0.0001 2.4% 0.0000
Volume 55,502 70,929 15,427 27.8% 352,539
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 0.7521 0.7492 0.7368
R3 0.7456 0.7427 0.7350
R2 0.7391 0.7391 0.7344
R1 0.7362 0.7362 0.7338 0.7376
PP 0.7326 0.7326 0.7326 0.7333
S1 0.7297 0.7297 0.7326 0.7311
S2 0.7261 0.7261 0.7320
S3 0.7196 0.7232 0.7314
S4 0.7131 0.7167 0.7296
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 0.7356 0.7266 0.0090 1.2% 0.0050 0.7% 74% True False 70,440
10 0.7356 0.7254 0.0102 1.4% 0.0052 0.7% 77% True False 74,983
20 0.7517 0.7254 0.0263 3.6% 0.0050 0.7% 30% False False 73,320
40 0.7569 0.7254 0.0315 4.3% 0.0047 0.6% 25% False False 65,183
60 0.7672 0.7254 0.0419 5.7% 0.0047 0.6% 19% False False 53,524
80 0.7723 0.7254 0.0469 6.4% 0.0049 0.7% 17% False False 40,211
100 0.7723 0.7254 0.0469 6.4% 0.0051 0.7% 17% False False 32,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7526
1.618 0.7461
1.000 0.7421
0.618 0.7396
HIGH 0.7356
0.618 0.7331
0.500 0.7323
0.382 0.7315
LOW 0.7291
0.618 0.7250
1.000 0.7226
1.618 0.7185
2.618 0.7120
4.250 0.7014
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 0.7329 0.7325
PP 0.7326 0.7318
S1 0.7323 0.7311

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

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