CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7611 |
0.0018 |
0.2% |
0.7556 |
| High |
0.7680 |
0.7635 |
-0.0045 |
-0.6% |
0.7680 |
| Low |
0.7591 |
0.7599 |
0.0008 |
0.1% |
0.7527 |
| Close |
0.7622 |
0.7626 |
0.0004 |
0.1% |
0.7626 |
| Range |
0.0089 |
0.0037 |
-0.0053 |
-59.0% |
0.0154 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
78,094 |
58,044 |
-20,050 |
-25.7% |
326,228 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7729 |
0.7714 |
0.7646 |
|
| R3 |
0.7693 |
0.7678 |
0.7636 |
|
| R2 |
0.7656 |
0.7656 |
0.7633 |
|
| R1 |
0.7641 |
0.7641 |
0.7629 |
0.7649 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7624 |
| S1 |
0.7605 |
0.7605 |
0.7623 |
0.7612 |
| S2 |
0.7583 |
0.7583 |
0.7619 |
|
| S3 |
0.7547 |
0.7568 |
0.7616 |
|
| S4 |
0.7510 |
0.7532 |
0.7606 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8071 |
0.8002 |
0.7710 |
|
| R3 |
0.7918 |
0.7849 |
0.7668 |
|
| R2 |
0.7764 |
0.7764 |
0.7654 |
|
| R1 |
0.7695 |
0.7695 |
0.7640 |
0.7730 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7628 |
| S1 |
0.7542 |
0.7542 |
0.7612 |
0.7576 |
| S2 |
0.7457 |
0.7457 |
0.7598 |
|
| S3 |
0.7304 |
0.7388 |
0.7584 |
|
| S4 |
0.7150 |
0.7235 |
0.7542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7527 |
0.0154 |
2.0% |
0.0062 |
0.8% |
65% |
False |
False |
65,245 |
| 10 |
0.7680 |
0.7409 |
0.0271 |
3.6% |
0.0063 |
0.8% |
80% |
False |
False |
63,292 |
| 20 |
0.7680 |
0.7361 |
0.0320 |
4.2% |
0.0055 |
0.7% |
83% |
False |
False |
54,951 |
| 40 |
0.7680 |
0.7361 |
0.0320 |
4.2% |
0.0054 |
0.7% |
83% |
False |
False |
30,710 |
| 60 |
0.7695 |
0.7361 |
0.0335 |
4.4% |
0.0054 |
0.7% |
79% |
False |
False |
20,631 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0056 |
0.7% |
78% |
False |
False |
15,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7790 |
|
2.618 |
0.7731 |
|
1.618 |
0.7694 |
|
1.000 |
0.7672 |
|
0.618 |
0.7658 |
|
HIGH |
0.7635 |
|
0.618 |
0.7621 |
|
0.500 |
0.7617 |
|
0.382 |
0.7612 |
|
LOW |
0.7599 |
|
0.618 |
0.7576 |
|
1.000 |
0.7562 |
|
1.618 |
0.7539 |
|
2.618 |
0.7503 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7618 |
| PP |
0.7620 |
0.7611 |
| S1 |
0.7617 |
0.7603 |
|