CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	0.7554	0.7553	-0.0001	0.0%	0.7416
High	0.7597	0.7563	-0.0034	-0.4%	0.7452
Low	0.7536	0.7515	-0.0021	-0.3%	0.7393
Close	0.7549	0.7534	-0.0014	-0.2%	0.7425
Range	0.0061	0.0048	-0.0013	-21.3%	0.0059
ATR	0.0049	0.0049	0.0000	-0.2%	0.0000
Volume	177,620	129,119	-48,501	-27.3%	312,967

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7656	0.7560
R3	0.7633	0.7608	0.7547
R2	0.7585	0.7585	0.7543
R1	0.7560	0.7560	0.7538	0.7549
PP	0.7537	0.7537	0.7537	0.7532
S1	0.7512	0.7512	0.7530	0.7501
S2	0.7489	0.7489	0.7525
S3	0.7441	0.7464	0.7521
S4	0.7393	0.7416	0.7508

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%	0.0063	0.8%	69%	False	False	124,141
10	0.7597	0.7383	0.0214	2.8%	0.0048	0.6%	71%	False	False	91,012
20	0.7597	0.7319	0.0279	3.7%	0.0048	0.6%	77%	False	False	78,411
40	0.7597	0.7254	0.0344	4.6%	0.0048	0.6%	82%	False	False	76,132
60	0.7597	0.7254	0.0344	4.6%	0.0047	0.6%	82%	False	False	70,181
80	0.7672	0.7254	0.0419	5.6%	0.0047	0.6%	67%	False	False	61,631
100	0.7723	0.7254	0.0469	6.2%	0.0048	0.6%	60%	False	False	49,360
120	0.7723	0.7254	0.0469	6.2%	0.0050	0.7%	60%	False	False	41,169

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7767
2.618	0.7689
1.618	0.7641
1.000	0.7611
0.618	0.7593
HIGH	0.7563
0.618	0.7545
0.500	0.7539
0.382	0.7533
LOW	0.7515
0.618	0.7485
1.000	0.7467
1.618	0.7437
2.618	0.7389
4.250	0.7311

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	0.7539	0.7552
PP	0.7537	0.7546
S1	0.7536	0.7540

Download as Excel Spreadsheet

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

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