CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	0.7399	0.7416	0.0017	0.2%	0.7435
High	0.7424	0.7432	0.0008	0.1%	0.7450
Low	0.7383	0.7408	0.0025	0.3%	0.7383
Close	0.7413	0.7424	0.0011	0.1%	0.7413
Range	0.0041	0.0024	-0.0017	-41.5%	0.0067
ATR	0.0047	0.0045	-0.0002	-3.5%	0.0000
Volume	66,040	41,968	-24,072	-36.5%	256,684

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7493	0.7482	0.7437
R3	0.7469	0.7458	0.7430
R2	0.7445	0.7445	0.7428
R1	0.7434	0.7434	0.7426	0.7440
PP	0.7421	0.7421	0.7421	0.7424
S1	0.7410	0.7410	0.7421	0.7416
S2	0.7397	0.7397	0.7419
S3	0.7373	0.7386	0.7417
S4	0.7349	0.7362	0.7410

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7580	0.7449
R3	0.7548	0.7514	0.7431
R2	0.7482	0.7482	0.7425
R1	0.7447	0.7447	0.7419	0.7431
PP	0.7415	0.7415	0.7415	0.7407
S1	0.7380	0.7380	0.7406	0.7364
S2	0.7348	0.7348	0.7400
S3	0.7282	0.7314	0.7394
S4	0.7215	0.7247	0.7376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7450	0.7383	0.0067	0.9%	0.0038	0.5%	61%	False	False	59,730
10	0.7472	0.7383	0.0089	1.2%	0.0043	0.6%	46%	False	False	60,690
20	0.7472	0.7266	0.0206	2.8%	0.0046	0.6%	76%	False	False	67,054
40	0.7569	0.7254	0.0315	4.2%	0.0048	0.6%	54%	False	False	68,723
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	54%	False	False	66,005
80	0.7695	0.7254	0.0442	5.9%	0.0046	0.6%	39%	False	False	51,641
100	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	36%	False	False	41,363
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	36%	False	False	34,492

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.7534
2.618	0.7495
1.618	0.7471
1.000	0.7456
0.618	0.7447
HIGH	0.7432
0.618	0.7423
0.500	0.7420
0.382	0.7417
LOW	0.7408
0.618	0.7393
1.000	0.7384
1.618	0.7369
2.618	0.7345
4.250	0.7306

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	0.7422	0.7418
PP	0.7421	0.7413
S1	0.7420	0.7408

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