CME Canadian Dollar Future December 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 0.7578 0.7566 -0.0013 -0.2% 0.7450
High 0.7618 0.7582 -0.0037 -0.5% 0.7477
Low 0.7558 0.7538 -0.0020 -0.3% 0.7422
Close 0.7571 0.7556 -0.0015 -0.2% 0.7451
Range 0.0061 0.0044 -0.0017 -27.3% 0.0055
ATR 0.0000 0.0042 0.0042 0.0000
Volume 268 528 260 97.0% 984
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7690 0.7667 0.7580
R3 0.7646 0.7623 0.7568
R2 0.7602 0.7602 0.7564
R1 0.7579 0.7579 0.7560 0.7569
PP 0.7558 0.7558 0.7558 0.7553
S1 0.7535 0.7535 0.7551 0.7525
S2 0.7514 0.7514 0.7547
S3 0.7470 0.7491 0.7543
S4 0.7426 0.7447 0.7531
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7616 0.7589 0.7482
R3 0.7561 0.7534 0.7466
R2 0.7505 0.7505 0.7461
R1 0.7478 0.7478 0.7456 0.7492
PP 0.7450 0.7450 0.7450 0.7457
S1 0.7423 0.7423 0.7446 0.7436
S2 0.7394 0.7394 0.7441
S3 0.7339 0.7367 0.7436
S4 0.7283 0.7312 0.7420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7618 0.7422 0.0197 2.6% 0.0060 0.8% 68% False False 432
10 0.7618 0.7411 0.0207 2.7% 0.0044 0.6% 70% False False 309
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7697
1.618 0.7653
1.000 0.7626
0.618 0.7609
HIGH 0.7582
0.618 0.7565
0.500 0.7560
0.382 0.7554
LOW 0.7538
0.618 0.7510
1.000 0.7494
1.618 0.7466
2.618 0.7422
4.250 0.7351
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 0.7560 0.7576
PP 0.7558 0.7569
S1 0.7557 0.7562

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

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