CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 23-Jun-2017
Day Change Summary
Previous Current
22-Jun-2017 23-Jun-2017 Change Change % Previous Week
Open 0.7534 0.7574 0.0039 0.5% 0.7576
High 0.7590 0.7591 0.0000 0.0% 0.7601
Low 0.7521 0.7536 0.0015 0.2% 0.7514
Close 0.7571 0.7564 -0.0008 -0.1% 0.7564
Range 0.0069 0.0055 -0.0015 -21.0% 0.0088
ATR 0.0044 0.0045 0.0001 1.7% 0.0000
Volume 492 190 -302 -61.4% 1,789
Daily Pivots for day following 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7727 0.7700 0.7593
R3 0.7672 0.7645 0.7578
R2 0.7618 0.7618 0.7573
R1 0.7591 0.7591 0.7568 0.7577
PP 0.7563 0.7563 0.7563 0.7557
S1 0.7536 0.7536 0.7559 0.7523
S2 0.7509 0.7509 0.7554
S3 0.7454 0.7482 0.7549
S4 0.7400 0.7427 0.7534
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7822 0.7780 0.7612
R3 0.7734 0.7693 0.7588
R2 0.7647 0.7647 0.7580
R1 0.7605 0.7605 0.7572 0.7582
PP 0.7559 0.7559 0.7559 0.7548
S1 0.7518 0.7518 0.7555 0.7495
S2 0.7472 0.7472 0.7547
S3 0.7384 0.7430 0.7539
S4 0.7297 0.7343 0.7515
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% 0.0048 0.6% 57% False False 357
10 0.7618 0.7453 0.0165 2.2% 0.0052 0.7% 67% False False 415
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7733
1.618 0.7679
1.000 0.7645
0.618 0.7624
HIGH 0.7591
0.618 0.7570
0.500 0.7563
0.382 0.7557
LOW 0.7536
0.618 0.7502
1.000 0.7482
1.618 0.7448
2.618 0.7393
4.250 0.7304
Fisher Pivots for day following 23-Jun-2017
Pivot 1 day 3 day
R1 0.7563 0.7560
PP 0.7563 0.7556
S1 0.7563 0.7552

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

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