CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7622 |
0.0011 |
0.1% |
0.7556 |
| High |
0.7635 |
0.7686 |
0.0051 |
0.7% |
0.7680 |
| Low |
0.7599 |
0.7586 |
-0.0013 |
-0.2% |
0.7527 |
| Close |
0.7626 |
0.7666 |
0.0040 |
0.5% |
0.7626 |
| Range |
0.0037 |
0.0100 |
0.0063 |
172.6% |
0.0154 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0000 |
| Volume |
58,044 |
90,042 |
31,998 |
55.1% |
326,228 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7905 |
0.7721 |
|
| R3 |
0.7845 |
0.7805 |
0.7693 |
|
| R2 |
0.7745 |
0.7745 |
0.7684 |
|
| R1 |
0.7706 |
0.7706 |
0.7675 |
0.7726 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7656 |
| S1 |
0.7606 |
0.7606 |
0.7657 |
0.7626 |
| S2 |
0.7546 |
0.7546 |
0.7648 |
|
| S3 |
0.7447 |
0.7507 |
0.7639 |
|
| S4 |
0.7347 |
0.7407 |
0.7611 |
|
|
| 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 |
0.7686 |
0.7527 |
0.0159 |
2.1% |
0.0073 |
0.9% |
88% |
True |
False |
74,368 |
| 10 |
0.7686 |
0.7435 |
0.0250 |
3.3% |
0.0067 |
0.9% |
92% |
True |
False |
67,625 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.2% |
0.0056 |
0.7% |
94% |
True |
False |
56,212 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.2% |
0.0055 |
0.7% |
94% |
True |
False |
32,949 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.2% |
0.0054 |
0.7% |
94% |
True |
False |
22,129 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.4% |
0.0056 |
0.7% |
90% |
False |
False |
16,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.7946 |
|
1.618 |
0.7846 |
|
1.000 |
0.7785 |
|
0.618 |
0.7747 |
|
HIGH |
0.7686 |
|
0.618 |
0.7647 |
|
0.500 |
0.7636 |
|
0.382 |
0.7624 |
|
LOW |
0.7586 |
|
0.618 |
0.7525 |
|
1.000 |
0.7487 |
|
1.618 |
0.7425 |
|
2.618 |
0.7326 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7656 |
0.7656 |
| PP |
0.7646 |
0.7646 |
| S1 |
0.7636 |
0.7636 |
|