CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 0.7581 0.7611 0.0030 0.4% 0.7576
High 0.7627 0.7702 0.0075 1.0% 0.7601
Low 0.7564 0.7599 0.0035 0.5% 0.7514
Close 0.7624 0.7695 0.0071 0.9% 0.7564
Range 0.0064 0.0104 0.0040 63.0% 0.0088
ATR 0.0045 0.0049 0.0004 9.2% 0.0000
Volume 604 610 6 1.0% 1,789
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7976 0.7939 0.7751
R3 0.7872 0.7835 0.7723
R2 0.7769 0.7769 0.7713
R1 0.7732 0.7732 0.7704 0.7750
PP 0.7665 0.7665 0.7665 0.7674
S1 0.7628 0.7628 0.7685 0.7647
S2 0.7561 0.7561 0.7676
S3 0.7458 0.7524 0.7666
S4 0.7354 0.7421 0.7638
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 0.7702 0.7521 0.0181 2.4% 0.0064 0.8% 96% True False 412
10 0.7702 0.7514 0.0189 2.4% 0.0051 0.7% 96% True False 407
20 0.7702 0.7411 0.0291 3.8% 0.0047 0.6% 97% True False 334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8142
2.618 0.7973
1.618 0.7869
1.000 0.7806
0.618 0.7766
HIGH 0.7702
0.618 0.7662
0.500 0.7650
0.382 0.7638
LOW 0.7599
0.618 0.7535
1.000 0.7495
1.618 0.7431
2.618 0.7328
4.250 0.7159
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 0.7680 0.7673
PP 0.7665 0.7652
S1 0.7650 0.7630

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

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