CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	0.7354	0.7405	0.0051	0.7%	0.7299
High	0.7406	0.7419	0.0013	0.2%	0.7406
Low	0.7351	0.7389	0.0038	0.5%	0.7291
Close	0.7403	0.7406	0.0003	0.0%	0.7403
Range	0.0056	0.0030	-0.0026	-45.9%	0.0116
ATR	0.0049	0.0048	-0.0001	-2.8%	0.0000
Volume	77,335	45,921	-31,414	-40.6%	381,654

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7494	0.7480	0.7423
R3	0.7464	0.7450	0.7414
R2	0.7434	0.7434	0.7412
R1	0.7420	0.7420	0.7409	0.7427
PP	0.7404	0.7404	0.7404	0.7408
S1	0.7390	0.7390	0.7403	0.7397
S2	0.7374	0.7374	0.7401
S3	0.7344	0.7360	0.7398
S4	0.7314	0.7330	0.7390

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7674	0.7467
R3	0.7598	0.7558	0.7435
R2	0.7482	0.7482	0.7424
R1	0.7443	0.7443	0.7414	0.7462
PP	0.7367	0.7367	0.7367	0.7376
S1	0.7327	0.7327	0.7392	0.7347
S2	0.7251	0.7251	0.7382
S3	0.7136	0.7212	0.7371
S4	0.7020	0.7096	0.7339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7419	0.7319	0.0100	1.4%	0.0043	0.6%	88%	True	False	71,329
10	0.7419	0.7266	0.0153	2.1%	0.0047	0.6%	92%	True	False	70,884
20	0.7419	0.7254	0.0165	2.2%	0.0049	0.7%	92%	True	False	74,885
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	48%	False	False	67,430
60	0.7651	0.7254	0.0397	5.4%	0.0046	0.6%	38%	False	False	59,372
80	0.7723	0.7254	0.0469	6.3%	0.0047	0.6%	33%	False	False	44,655
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	33%	False	False	35,766
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	33%	False	False	29,824

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	0.0010
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7546
2.618	0.7497
1.618	0.7467
1.000	0.7449
0.618	0.7437
HIGH	0.7419
0.618	0.7407
0.500	0.7404
0.382	0.7400
LOW	0.7389
0.618	0.7370
1.000	0.7359
1.618	0.7340
2.618	0.7310
4.250	0.7261

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	0.7405	0.7394
PP	0.7404	0.7381
S1	0.7404	0.7369

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols