CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7671 |
0.7543 |
-0.0129 |
-1.7% |
0.7556 |
| High |
0.7674 |
0.7550 |
-0.0124 |
-1.6% |
0.7680 |
| Low |
0.7538 |
0.7493 |
-0.0045 |
-0.6% |
0.7527 |
| Close |
0.7560 |
0.7512 |
-0.0048 |
-0.6% |
0.7626 |
| Range |
0.0136 |
0.0057 |
-0.0079 |
-57.9% |
0.0154 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
| Volume |
120,325 |
75,461 |
-44,864 |
-37.3% |
326,228 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7657 |
0.7543 |
|
| R3 |
0.7632 |
0.7600 |
0.7528 |
|
| R2 |
0.7575 |
0.7575 |
0.7522 |
|
| R1 |
0.7543 |
0.7543 |
0.7517 |
0.7531 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7512 |
| S1 |
0.7487 |
0.7487 |
0.7507 |
0.7474 |
| S2 |
0.7461 |
0.7461 |
0.7502 |
|
| S3 |
0.7404 |
0.7430 |
0.7496 |
|
| S4 |
0.7347 |
0.7373 |
0.7481 |
|
|
| 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 |
0.7493 |
0.0193 |
2.6% |
0.0083 |
1.1% |
10% |
False |
True |
84,393 |
| 10 |
0.7686 |
0.7493 |
0.0193 |
2.6% |
0.0072 |
1.0% |
10% |
False |
True |
75,255 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0061 |
0.8% |
47% |
False |
False |
60,723 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0057 |
0.8% |
47% |
False |
False |
37,816 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0055 |
0.7% |
47% |
False |
False |
25,381 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0057 |
0.8% |
45% |
False |
False |
19,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7699 |
|
1.618 |
0.7642 |
|
1.000 |
0.7606 |
|
0.618 |
0.7585 |
|
HIGH |
0.7550 |
|
0.618 |
0.7528 |
|
0.500 |
0.7521 |
|
0.382 |
0.7514 |
|
LOW |
0.7493 |
|
0.618 |
0.7457 |
|
1.000 |
0.7436 |
|
1.618 |
0.7400 |
|
2.618 |
0.7343 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7521 |
0.7589 |
| PP |
0.7518 |
0.7563 |
| S1 |
0.7515 |
0.7538 |
|