CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7622 |
0.7671 |
0.0050 |
0.6% |
0.7556 |
| High |
0.7686 |
0.7674 |
-0.0012 |
-0.2% |
0.7680 |
| Low |
0.7586 |
0.7538 |
-0.0048 |
-0.6% |
0.7527 |
| Close |
0.7666 |
0.7560 |
-0.0107 |
-1.4% |
0.7626 |
| Range |
0.0100 |
0.0136 |
0.0036 |
36.2% |
0.0154 |
| ATR |
0.0060 |
0.0066 |
0.0005 |
9.0% |
0.0000 |
| Volume |
90,042 |
120,325 |
30,283 |
33.6% |
326,228 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7914 |
0.7634 |
|
| R3 |
0.7861 |
0.7778 |
0.7597 |
|
| R2 |
0.7726 |
0.7726 |
0.7584 |
|
| R1 |
0.7643 |
0.7643 |
0.7572 |
0.7617 |
| PP |
0.7590 |
0.7590 |
0.7590 |
0.7577 |
| S1 |
0.7507 |
0.7507 |
0.7547 |
0.7481 |
| S2 |
0.7455 |
0.7455 |
0.7535 |
|
| S3 |
0.7319 |
0.7372 |
0.7522 |
|
| S4 |
0.7184 |
0.7236 |
0.7485 |
|
|
| 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% |
0.0092 |
1.2% |
21% |
False |
False |
89,478 |
| 10 |
0.7686 |
0.7436 |
0.0250 |
3.3% |
0.0077 |
1.0% |
49% |
False |
False |
74,722 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0061 |
0.8% |
61% |
False |
False |
59,002 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0057 |
0.8% |
61% |
False |
False |
35,939 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0055 |
0.7% |
61% |
False |
False |
24,133 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0057 |
0.8% |
59% |
False |
False |
18,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8249 |
|
2.618 |
0.8028 |
|
1.618 |
0.7893 |
|
1.000 |
0.7809 |
|
0.618 |
0.7757 |
|
HIGH |
0.7674 |
|
0.618 |
0.7622 |
|
0.500 |
0.7606 |
|
0.382 |
0.7590 |
|
LOW |
0.7538 |
|
0.618 |
0.7454 |
|
1.000 |
0.7403 |
|
1.618 |
0.7319 |
|
2.618 |
0.7183 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7612 |
| PP |
0.7590 |
0.7594 |
| S1 |
0.7575 |
0.7577 |
|