CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 31-May-2017

Day Change Summary
	Previous	Current
	30-May-2017	31-May-2017	Change	Change %	Previous Week
Open	0.7435	0.7427	-0.0008	-0.1%	0.7405
High	0.7450	0.7448	-0.0002	0.0%	0.7472
Low	0.7406	0.7397	-0.0009	-0.1%	0.7388
Close	0.7429	0.7407	-0.0022	-0.3%	0.7429
Range	0.0044	0.0051	0.0007	17.2%	0.0084
ATR	0.0049	0.0049	0.0000	0.4%	0.0000
Volume	51,683	73,734	22,051	42.7%	308,253

Daily Pivots for day following 31-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7539	0.7435
R3	0.7519	0.7488	0.7421
R2	0.7468	0.7468	0.7416
R1	0.7437	0.7437	0.7411	0.7427
PP	0.7417	0.7417	0.7417	0.7412
S1	0.7386	0.7386	0.7402	0.7376
S2	0.7366	0.7366	0.7397
S3	0.7315	0.7335	0.7392
S4	0.7264	0.7284	0.7378

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7639	0.7475
R3	0.7598	0.7555	0.7452
R2	0.7514	0.7514	0.7444
R1	0.7471	0.7471	0.7437	0.7493
PP	0.7430	0.7430	0.7430	0.7440
S1	0.7387	0.7387	0.7421	0.7409
S2	0.7346	0.7346	0.7414
S3	0.7262	0.7303	0.7406
S4	0.7178	0.7219	0.7383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7472	0.7388	0.0084	1.1%	0.0053	0.7%	22%	False	False	65,996
10	0.7472	0.7319	0.0154	2.1%	0.0047	0.6%	57%	False	False	67,182
20	0.7472	0.7254	0.0219	3.0%	0.0049	0.7%	70%	False	False	70,844
40	0.7569	0.7254	0.0315	4.3%	0.0048	0.7%	49%	False	False	68,352
60	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	49%	False	False	65,306
80	0.7697	0.7254	0.0444	6.0%	0.0047	0.6%	34%	False	False	49,485
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	33%	False	False	39,634
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	33%	False	False	33,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7665
2.618	0.7582
1.618	0.7531
1.000	0.7499
0.618	0.7480
HIGH	0.7448
0.618	0.7429
0.500	0.7423
0.382	0.7416
LOW	0.7397
0.618	0.7365
1.000	0.7346
1.618	0.7314
2.618	0.7263
4.250	0.7180

Fisher Pivots for day following 31-May-2017
Pivot	1 day	3 day
R1	0.7423	0.7423
PP	0.7417	0.7418
S1	0.7412	0.7412

Download as Excel Spreadsheet

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

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