CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 0.7340 0.7354 0.0014 0.2% 0.7326
High 0.7371 0.7372 0.0002 0.0% 0.7334
Low 0.7325 0.7334 0.0009 0.1% 0.7266
Close 0.7367 0.7343 -0.0025 -0.3% 0.7296
Range 0.0046 0.0038 -0.0008 -16.5% 0.0068
ATR 0.0049 0.0049 -0.0001 -1.7% 0.0000
Volume 72,575 78,936 6,361 8.8% 352,539
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 0.7464 0.7441 0.7363
R3 0.7426 0.7403 0.7353
R2 0.7388 0.7388 0.7349
R1 0.7365 0.7365 0.7346 0.7357
PP 0.7350 0.7350 0.7350 0.7346
S1 0.7327 0.7327 0.7339 0.7319
S2 0.7312 0.7312 0.7336
S3 0.7274 0.7289 0.7332
S4 0.7236 0.7251 0.7322
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 0.7372 0.7266 0.0106 1.4% 0.0049 0.7% 72% True False 71,049
10 0.7372 0.7254 0.0119 1.6% 0.0050 0.7% 75% True False 74,771
20 0.7464 0.7254 0.0210 2.9% 0.0049 0.7% 42% False False 73,852
40 0.7569 0.7254 0.0315 4.3% 0.0046 0.6% 28% False False 66,067
60 0.7672 0.7254 0.0419 5.7% 0.0047 0.6% 21% False False 56,038
80 0.7723 0.7254 0.0469 6.4% 0.0048 0.7% 19% False False 42,098
100 0.7723 0.7254 0.0469 6.4% 0.0051 0.7% 19% False False 33,720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7534
2.618 0.7471
1.618 0.7433
1.000 0.7410
0.618 0.7395
HIGH 0.7372
0.618 0.7357
0.500 0.7353
0.382 0.7349
LOW 0.7334
0.618 0.7311
1.000 0.7296
1.618 0.7273
2.618 0.7235
4.250 0.7173
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 0.7353 0.7339
PP 0.7350 0.7335
S1 0.7346 0.7331

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

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