CME Canadian Dollar Future December 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 0.7576 0.7576 0.0000 0.0% 0.7464
High 0.7593 0.7601 0.0008 0.1% 0.7618
Low 0.7564 0.7569 0.0005 0.1% 0.7453
Close 0.7586 0.7578 -0.0008 -0.1% 0.7586
Range 0.0029 0.0032 0.0003 10.3% 0.0165
ATR 0.0042 0.0041 -0.0001 -1.7% 0.0000
Volume 376 89 -287 -76.3% 2,368
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7679 0.7660 0.7596
R3 0.7647 0.7628 0.7587
R2 0.7615 0.7615 0.7584
R1 0.7596 0.7596 0.7581 0.7605
PP 0.7583 0.7583 0.7583 0.7587
S1 0.7564 0.7564 0.7575 0.7574
S2 0.7551 0.7551 0.7572
S3 0.7519 0.7532 0.7569
S4 0.7487 0.7500 0.7560
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.8047 0.7982 0.7677
R3 0.7882 0.7817 0.7631
R2 0.7717 0.7717 0.7616
R1 0.7652 0.7652 0.7601 0.7685
PP 0.7552 0.7552 0.7552 0.7569
S1 0.7487 0.7487 0.7571 0.7520
S2 0.7387 0.7387 0.7556
S3 0.7222 0.7322 0.7541
S4 0.7057 0.7157 0.7495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7618 0.7535 0.0084 1.1% 0.0046 0.6% 52% False False 440
10 0.7618 0.7422 0.0197 2.6% 0.0045 0.6% 80% False False 340
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7737
2.618 0.7685
1.618 0.7653
1.000 0.7633
0.618 0.7621
HIGH 0.7601
0.618 0.7589
0.500 0.7585
0.382 0.7581
LOW 0.7569
0.618 0.7549
1.000 0.7537
1.618 0.7517
2.618 0.7485
4.250 0.7433
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 0.7585 0.7575
PP 0.7583 0.7572
S1 0.7580 0.7569

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

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