CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 0.7582 0.7545 -0.0037 -0.5% 0.7464
High 0.7594 0.7555 -0.0040 -0.5% 0.7618
Low 0.7550 0.7514 -0.0037 -0.5% 0.7453
Close 0.7565 0.7536 -0.0030 -0.4% 0.7586
Range 0.0044 0.0041 -0.0003 -6.8% 0.0165
ATR 0.0041 0.0042 0.0001 1.7% 0.0000
Volume 438 580 142 32.4% 2,368
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7658 0.7638 0.7558
R3 0.7617 0.7597 0.7547
R2 0.7576 0.7576 0.7543
R1 0.7556 0.7556 0.7539 0.7545
PP 0.7535 0.7535 0.7535 0.7529
S1 0.7515 0.7515 0.7532 0.7504
S2 0.7493 0.7493 0.7528
S3 0.7452 0.7473 0.7524
S4 0.7411 0.7432 0.7513
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 0.7601 0.7514 0.0088 1.2% 0.0038 0.5% 25% False True 402
10 0.7618 0.7422 0.0197 2.6% 0.0046 0.6% 58% False False 373
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7662
1.618 0.7621
1.000 0.7596
0.618 0.7580
HIGH 0.7555
0.618 0.7539
0.500 0.7534
0.382 0.7529
LOW 0.7514
0.618 0.7488
1.000 0.7472
1.618 0.7447
2.618 0.7406
4.250 0.7339
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 0.7535 0.7557
PP 0.7535 0.7550
S1 0.7534 0.7543

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

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