CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7556 |
0.7569 |
0.0014 |
0.2% |
0.7442 |
| High |
0.7583 |
0.7585 |
0.0003 |
0.0% |
0.7594 |
| Low |
0.7537 |
0.7548 |
0.0011 |
0.1% |
0.7435 |
| Close |
0.7565 |
0.7564 |
-0.0001 |
0.0% |
0.7559 |
| Range |
0.0046 |
0.0038 |
-0.0009 |
-18.5% |
0.0159 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
44,429 |
44,776 |
347 |
0.8% |
259,986 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7658 |
0.7584 |
|
| R3 |
0.7640 |
0.7621 |
0.7574 |
|
| R2 |
0.7603 |
0.7603 |
0.7570 |
|
| R1 |
0.7583 |
0.7583 |
0.7567 |
0.7574 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7561 |
| S1 |
0.7546 |
0.7546 |
0.7560 |
0.7537 |
| S2 |
0.7528 |
0.7528 |
0.7557 |
|
| S3 |
0.7490 |
0.7508 |
0.7553 |
|
| S4 |
0.7453 |
0.7471 |
0.7543 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7941 |
0.7646 |
|
| R3 |
0.7847 |
0.7782 |
0.7602 |
|
| R2 |
0.7688 |
0.7688 |
0.7588 |
|
| R1 |
0.7623 |
0.7623 |
0.7573 |
0.7656 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7545 |
| S1 |
0.7464 |
0.7464 |
0.7544 |
0.7497 |
| S2 |
0.7370 |
0.7370 |
0.7529 |
|
| S3 |
0.7211 |
0.7305 |
0.7515 |
|
| S4 |
0.7052 |
0.7146 |
0.7471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7594 |
0.7436 |
0.0158 |
2.1% |
0.0061 |
0.8% |
81% |
False |
False |
59,967 |
| 10 |
0.7594 |
0.7361 |
0.0234 |
3.1% |
0.0051 |
0.7% |
87% |
False |
False |
50,854 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0053 |
0.7% |
69% |
False |
False |
48,020 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0052 |
0.7% |
69% |
False |
False |
24,820 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0053 |
0.7% |
60% |
False |
False |
16,693 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0055 |
0.7% |
60% |
False |
False |
12,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7744 |
|
2.618 |
0.7683 |
|
1.618 |
0.7646 |
|
1.000 |
0.7623 |
|
0.618 |
0.7608 |
|
HIGH |
0.7585 |
|
0.618 |
0.7571 |
|
0.500 |
0.7566 |
|
0.382 |
0.7562 |
|
LOW |
0.7548 |
|
0.618 |
0.7524 |
|
1.000 |
0.7510 |
|
1.618 |
0.7487 |
|
2.618 |
0.7449 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7565 |
| PP |
0.7565 |
0.7565 |
| S1 |
0.7564 |
0.7564 |
|