CME Canadian Dollar Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 0.7611 0.7692 0.0081 1.1% 0.7576
High 0.7702 0.7719 0.0017 0.2% 0.7601
Low 0.7599 0.7687 0.0088 1.2% 0.7514
Close 0.7695 0.7706 0.0011 0.1% 0.7564
Range 0.0104 0.0033 -0.0071 -68.6% 0.0088
ATR 0.0049 0.0048 -0.0001 -2.4% 0.0000
Volume 610 63 -547 -89.7% 1,789
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7801 0.7786 0.7724
R3 0.7769 0.7754 0.7715
R2 0.7736 0.7736 0.7712
R1 0.7721 0.7721 0.7709 0.7729
PP 0.7704 0.7704 0.7704 0.7708
S1 0.7689 0.7689 0.7703 0.7696
S2 0.7671 0.7671 0.7700
S3 0.7639 0.7656 0.7697
S4 0.7606 0.7624 0.7688
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 0.7719 0.7536 0.0183 2.4% 0.0057 0.7% 93% True False 326
10 0.7719 0.7514 0.0206 2.7% 0.0050 0.6% 94% True False 360
20 0.7719 0.7411 0.0308 4.0% 0.0047 0.6% 96% True False 335
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7857
2.618 0.7804
1.618 0.7772
1.000 0.7752
0.618 0.7739
HIGH 0.7719
0.618 0.7707
0.500 0.7703
0.382 0.7699
LOW 0.7687
0.618 0.7666
1.000 0.7654
1.618 0.7634
2.618 0.7601
4.250 0.7548
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 0.7705 0.7684
PP 0.7704 0.7663
S1 0.7703 0.7641

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

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