CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 19-Jun-2017

Day Change Summary
	Previous	Current
	16-Jun-2017	19-Jun-2017	Change	Change %	Previous Week
Open	0.7537	0.7570	0.0033	0.4%	0.7430
High	0.7571	0.7581	0.0011	0.1%	0.7597
Low	0.7534	0.7543	0.0009	0.1%	0.7425
Close	0.7565	0.7558	-0.0007	-0.1%	0.7565
Range	0.0036	0.0038	0.0002	4.1%	0.0173
ATR	0.0048	0.0048	-0.0001	-1.5%	0.0000
Volume	30,387	12,136	-18,251	-60.1%	561,500

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7654	0.7578
R3	0.7637	0.7616	0.7568
R2	0.7599	0.7599	0.7564
R1	0.7578	0.7578	0.7561	0.7569
PP	0.7561	0.7561	0.7561	0.7556
S1	0.7540	0.7540	0.7554	0.7531
S2	0.7523	0.7523	0.7551
S3	0.7485	0.7502	0.7547
S4	0.7447	0.7464	0.7537

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7978	0.7659
R3	0.7874	0.7805	0.7612
R2	0.7701	0.7701	0.7596
R1	0.7633	0.7633	0.7580	0.7667
PP	0.7529	0.7529	0.7529	0.7546
S1	0.7460	0.7460	0.7549	0.7495
S2	0.7356	0.7356	0.7533
S3	0.7184	0.7288	0.7517
S4	0.7011	0.7115	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7597	0.7507	0.0090	1.2%	0.0049	0.7%	56%	False	False	94,831
10	0.7597	0.7393	0.0205	2.7%	0.0049	0.7%	81%	False	False	84,463
20	0.7597	0.7383	0.0214	2.8%	0.0046	0.6%	82%	False	False	72,577
40	0.7597	0.7254	0.0344	4.5%	0.0048	0.6%	89%	False	False	74,159
60	0.7597	0.7254	0.0344	4.5%	0.0047	0.6%	89%	False	False	69,126
80	0.7672	0.7254	0.0419	5.5%	0.0047	0.6%	73%	False	False	62,107
100	0.7723	0.7254	0.0469	6.2%	0.0047	0.6%	65%	False	False	49,781
120	0.7723	0.7254	0.0469	6.2%	0.0050	0.7%	65%	False	False	41,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7743
2.618	0.7680
1.618	0.7642
1.000	0.7619
0.618	0.7604
HIGH	0.7581
0.618	0.7566
0.500	0.7562
0.382	0.7558
LOW	0.7543
0.618	0.7520
1.000	0.7505
1.618	0.7482
2.618	0.7444
4.250	0.7382

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	0.7562	0.7554
PP	0.7561	0.7551
S1	0.7559	0.7548

Download as Excel Spreadsheet

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

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