CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 24-May-2017

Day Change Summary
	Previous	Current
	23-May-2017	24-May-2017	Change	Change %	Previous Week
Open	0.7410	0.7403	-0.0007	-0.1%	0.7299
High	0.7435	0.7464	0.0029	0.4%	0.7406
Low	0.7396	0.7388	-0.0008	-0.1%	0.7291
Close	0.7399	0.7447	0.0048	0.6%	0.7403
Range	0.0039	0.0076	0.0037	93.6%	0.0116
ATR	0.0047	0.0049	0.0002	4.2%	0.0000
Volume	57,768	78,259	20,491	35.5%	381,654

Daily Pivots for day following 24-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7629	0.7489
R3	0.7584	0.7553	0.7468
R2	0.7508	0.7508	0.7461
R1	0.7478	0.7478	0.7454	0.7493
PP	0.7433	0.7433	0.7433	0.7441
S1	0.7402	0.7402	0.7440	0.7418
S2	0.7357	0.7357	0.7433
S3	0.7282	0.7327	0.7426
S4	0.7206	0.7251	0.7405

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	0.7464	0.7319	0.0145	1.9%	0.0050	0.7%	89%	True	False	68,232
10	0.7464	0.7266	0.0198	2.7%	0.0049	0.7%	92%	True	False	69,641
20	0.7464	0.7254	0.0210	2.8%	0.0049	0.7%	92%	True	False	72,511
40	0.7569	0.7254	0.0315	4.2%	0.0048	0.6%	61%	False	False	68,295
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	61%	False	False	61,528
80	0.7723	0.7254	0.0469	6.3%	0.0048	0.6%	41%	False	False	46,351
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	41%	False	False	37,125
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	41%	False	False	30,957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7784
2.618	0.7661
1.618	0.7586
1.000	0.7539
0.618	0.7510
HIGH	0.7464
0.618	0.7435
0.500	0.7426
0.382	0.7417
LOW	0.7388
0.618	0.7341
1.000	0.7313
1.618	0.7266
2.618	0.7190
4.250	0.7067

Fisher Pivots for day following 24-May-2017
Pivot	1 day	3 day
R1	0.7440	0.7440
PP	0.7433	0.7433
S1	0.7426	0.7426

Download as Excel Spreadsheet

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

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