CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 0.7558 0.7581 0.0023 0.3% 0.7576
High 0.7590 0.7627 0.0037 0.5% 0.7601
Low 0.7558 0.7564 0.0006 0.1% 0.7514
Close 0.7570 0.7624 0.0054 0.7% 0.7564
Range 0.0032 0.0064 0.0032 101.6% 0.0088
ATR 0.0044 0.0045 0.0001 3.2% 0.0000
Volume 164 604 440 268.3% 1,789
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7795 0.7773 0.7658
R3 0.7732 0.7709 0.7641
R2 0.7668 0.7668 0.7635
R1 0.7646 0.7646 0.7629 0.7657
PP 0.7605 0.7605 0.7605 0.7610
S1 0.7582 0.7582 0.7618 0.7594
S2 0.7541 0.7541 0.7612
S3 0.7478 0.7519 0.7606
S4 0.7414 0.7455 0.7589
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 0.7627 0.7514 0.0114 1.5% 0.0052 0.7% 97% True False 406
10 0.7627 0.7514 0.0114 1.5% 0.0047 0.6% 97% True False 372
20 0.7627 0.7411 0.0216 2.8% 0.0044 0.6% 98% True False 306
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7793
1.618 0.7730
1.000 0.7691
0.618 0.7666
HIGH 0.7627
0.618 0.7603
0.500 0.7595
0.382 0.7588
LOW 0.7564
0.618 0.7524
1.000 0.7500
1.618 0.7461
2.618 0.7397
4.250 0.7294
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 0.7614 0.7610
PP 0.7605 0.7596
S1 0.7595 0.7582

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

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