CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	0.7510	0.7554	0.0045	0.6%	0.7416
High	0.7571	0.7597	0.0027	0.4%	0.7452
Low	0.7507	0.7536	0.0029	0.4%	0.7393
Close	0.7559	0.7549	-0.0011	-0.1%	0.7425
Range	0.0063	0.0061	-0.0002	-3.9%	0.0059
ATR	0.0048	0.0049	0.0001	1.8%	0.0000
Volume	124,894	177,620	52,726	42.2%	312,967

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7744	0.7707	0.7582
R3	0.7683	0.7646	0.7565
R2	0.7622	0.7622	0.7560
R1	0.7585	0.7585	0.7554	0.7573
PP	0.7561	0.7561	0.7561	0.7554
S1	0.7524	0.7524	0.7543	0.7512
S2	0.7499	0.7499	0.7537
S3	0.7438	0.7463	0.7532
S4	0.7377	0.7402	0.7515

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	0.7597	0.7393	0.0205	2.7%	0.0058	0.8%	76%	True	False	109,356
10	0.7597	0.7383	0.0214	2.8%	0.0047	0.6%	77%	True	False	84,622
20	0.7597	0.7319	0.0279	3.7%	0.0047	0.6%	83%	True	False	75,902
40	0.7597	0.7254	0.0344	4.6%	0.0049	0.6%	86%	True	False	74,633
60	0.7597	0.7254	0.0344	4.6%	0.0047	0.6%	86%	True	False	69,228
80	0.7672	0.7254	0.0419	5.5%	0.0047	0.6%	70%	False	False	60,022
100	0.7723	0.7254	0.0469	6.2%	0.0048	0.6%	63%	False	False	48,071
120	0.7723	0.7254	0.0469	6.2%	0.0050	0.7%	63%	False	False	40,093

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7856
2.618	0.7757
1.618	0.7696
1.000	0.7658
0.618	0.7635
HIGH	0.7597
0.618	0.7574
0.500	0.7567
0.382	0.7559
LOW	0.7536
0.618	0.7498
1.000	0.7475
1.618	0.7437
2.618	0.7376
4.250	0.7277

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	0.7567	0.7536
PP	0.7561	0.7523
S1	0.7555	0.7511

Download as Excel Spreadsheet

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

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