CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 0.7430 0.7510 0.0080 1.1% 0.7416
High 0.7509 0.7571 0.0061 0.8% 0.7452
Low 0.7425 0.7507 0.0083 1.1% 0.7393
Close 0.7506 0.7559 0.0054 0.7% 0.7425
Range 0.0085 0.0063 -0.0021 -24.9% 0.0059
ATR 0.0047 0.0048 0.0001 2.7% 0.0000
Volume 99,480 124,894 25,414 25.5% 312,967
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7736 0.7711 0.7594
R3 0.7672 0.7647 0.7576
R2 0.7609 0.7609 0.7571
R1 0.7584 0.7584 0.7565 0.7597
PP 0.7546 0.7546 0.7546 0.7552
S1 0.7521 0.7521 0.7553 0.7533
S2 0.7482 0.7482 0.7547
S3 0.7419 0.7457 0.7542
S4 0.7355 0.7394 0.7524
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 0.7571 0.7393 0.0178 2.4% 0.0057 0.7% 94% True False 86,693
10 0.7571 0.7383 0.0188 2.5% 0.0046 0.6% 94% True False 74,234
20 0.7571 0.7319 0.0252 3.3% 0.0046 0.6% 95% True False 70,650
40 0.7571 0.7254 0.0317 4.2% 0.0048 0.6% 96% True False 71,985
60 0.7571 0.7254 0.0317 4.2% 0.0047 0.6% 96% True False 67,005
80 0.7672 0.7254 0.0419 5.5% 0.0047 0.6% 73% False False 57,805
100 0.7723 0.7254 0.0469 6.2% 0.0048 0.6% 65% False False 46,299
120 0.7723 0.7254 0.0469 6.2% 0.0050 0.7% 65% False False 38,613
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7737
1.618 0.7673
1.000 0.7634
0.618 0.7610
HIGH 0.7571
0.618 0.7546
0.500 0.7539
0.382 0.7531
LOW 0.7507
0.618 0.7468
1.000 0.7444
1.618 0.7404
2.618 0.7341
4.250 0.7237
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 0.7552 0.7533
PP 0.7546 0.7507
S1 0.7539 0.7482

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

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