CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7453 |
0.0011 |
0.1% |
0.7405 |
| High |
0.7470 |
0.7536 |
0.0066 |
0.9% |
0.7469 |
| Low |
0.7435 |
0.7436 |
0.0001 |
0.0% |
0.7361 |
| Close |
0.7453 |
0.7517 |
0.0064 |
0.9% |
0.7442 |
| Range |
0.0034 |
0.0100 |
0.0065 |
188.4% |
0.0108 |
| ATR |
0.0050 |
0.0054 |
0.0004 |
7.0% |
0.0000 |
| Volume |
49,355 |
70,131 |
20,776 |
42.1% |
159,356 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7755 |
0.7571 |
|
| R3 |
0.7695 |
0.7656 |
0.7544 |
|
| R2 |
0.7596 |
0.7596 |
0.7535 |
|
| R1 |
0.7556 |
0.7556 |
0.7526 |
0.7576 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7506 |
| S1 |
0.7456 |
0.7456 |
0.7507 |
0.7476 |
| S2 |
0.7396 |
0.7396 |
0.7498 |
|
| S3 |
0.7297 |
0.7357 |
0.7489 |
|
| S4 |
0.7197 |
0.7257 |
0.7462 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7703 |
0.7501 |
|
| R3 |
0.7640 |
0.7595 |
0.7471 |
|
| R2 |
0.7532 |
0.7532 |
0.7461 |
|
| R1 |
0.7487 |
0.7487 |
0.7451 |
0.7509 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7435 |
| S1 |
0.7379 |
0.7379 |
0.7432 |
0.7401 |
| S2 |
0.7316 |
0.7316 |
0.7422 |
|
| S3 |
0.7208 |
0.7271 |
0.7412 |
|
| S4 |
0.7100 |
0.7163 |
0.7382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7536 |
0.7361 |
0.0175 |
2.3% |
0.0054 |
0.7% |
89% |
True |
False |
50,461 |
| 10 |
0.7536 |
0.7361 |
0.0175 |
2.3% |
0.0050 |
0.7% |
89% |
True |
False |
46,191 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0050 |
0.7% |
53% |
False |
False |
37,274 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0055 |
0.7% |
53% |
False |
False |
19,161 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0053 |
0.7% |
46% |
False |
False |
12,873 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0055 |
0.7% |
46% |
False |
False |
9,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7796 |
|
1.618 |
0.7696 |
|
1.000 |
0.7635 |
|
0.618 |
0.7597 |
|
HIGH |
0.7536 |
|
0.618 |
0.7497 |
|
0.500 |
0.7486 |
|
0.382 |
0.7474 |
|
LOW |
0.7436 |
|
0.618 |
0.7375 |
|
1.000 |
0.7336 |
|
1.618 |
0.7275 |
|
2.618 |
0.7176 |
|
4.250 |
0.7013 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7502 |
| PP |
0.7496 |
0.7487 |
| S1 |
0.7486 |
0.7472 |
|