CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 0.7400 0.7430 0.0030 0.4% 0.7416
High 0.7452 0.7509 0.0057 0.8% 0.7452
Low 0.7393 0.7425 0.0032 0.4% 0.7393
Close 0.7425 0.7506 0.0081 1.1% 0.7425
Range 0.0059 0.0085 0.0025 42.0% 0.0059
ATR 0.0044 0.0047 0.0003 6.5% 0.0000
Volume 89,593 99,480 9,887 11.0% 312,967
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7733 0.7704 0.7552
R3 0.7649 0.7619 0.7529
R2 0.7564 0.7564 0.7521
R1 0.7535 0.7535 0.7513 0.7550
PP 0.7480 0.7480 0.7480 0.7487
S1 0.7450 0.7450 0.7498 0.7465
S2 0.7395 0.7395 0.7490
S3 0.7311 0.7366 0.7482
S4 0.7226 0.7281 0.7459
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7572 0.7457
R3 0.7542 0.7513 0.7441
R2 0.7482 0.7482 0.7435
R1 0.7454 0.7454 0.7430 0.7468
PP 0.7423 0.7423 0.7423 0.7430
S1 0.7394 0.7394 0.7419 0.7409
S2 0.7364 0.7364 0.7414
S3 0.7304 0.7335 0.7408
S4 0.7245 0.7275 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7509 0.7393 0.0117 1.6% 0.0049 0.7% 97% True False 74,095
10 0.7509 0.7383 0.0126 1.7% 0.0044 0.6% 97% True False 66,913
20 0.7509 0.7291 0.0219 2.9% 0.0046 0.6% 98% True False 67,951
40 0.7546 0.7254 0.0293 3.9% 0.0047 0.6% 86% False False 69,549
60 0.7569 0.7254 0.0315 4.2% 0.0046 0.6% 80% False False 65,840
80 0.7695 0.7254 0.0442 5.9% 0.0046 0.6% 57% False False 56,247
100 0.7723 0.7254 0.0469 6.2% 0.0048 0.6% 54% False False 45,052
120 0.7723 0.7254 0.0469 6.2% 0.0050 0.7% 54% False False 37,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.7868
2.618 0.7730
1.618 0.7646
1.000 0.7594
0.618 0.7561
HIGH 0.7509
0.618 0.7477
0.500 0.7467
0.382 0.7457
LOW 0.7425
0.618 0.7372
1.000 0.7340
1.618 0.7288
2.618 0.7203
4.250 0.7065
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 0.7493 0.7487
PP 0.7480 0.7469
S1 0.7467 0.7451

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

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