CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7507 |
-0.0004 |
0.0% |
0.7622 |
| High |
0.7532 |
0.7568 |
0.0037 |
0.5% |
0.7686 |
| Low |
0.7473 |
0.7503 |
0.0030 |
0.4% |
0.7473 |
| Close |
0.7517 |
0.7552 |
0.0035 |
0.5% |
0.7517 |
| Range |
0.0059 |
0.0065 |
0.0007 |
11.1% |
0.0213 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
| Volume |
77,305 |
72,343 |
-4,962 |
-6.4% |
363,133 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7709 |
0.7588 |
|
| R3 |
0.7671 |
0.7644 |
0.7570 |
|
| R2 |
0.7606 |
0.7606 |
0.7564 |
|
| R1 |
0.7579 |
0.7579 |
0.7558 |
0.7593 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7548 |
| S1 |
0.7514 |
0.7514 |
0.7546 |
0.7528 |
| S2 |
0.7476 |
0.7476 |
0.7540 |
|
| S3 |
0.7411 |
0.7449 |
0.7534 |
|
| S4 |
0.7346 |
0.7384 |
0.7516 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8069 |
0.7634 |
|
| R3 |
0.7984 |
0.7857 |
0.7575 |
|
| R2 |
0.7771 |
0.7771 |
0.7556 |
|
| R1 |
0.7644 |
0.7644 |
0.7536 |
0.7601 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7537 |
| S1 |
0.7432 |
0.7432 |
0.7498 |
0.7389 |
| S2 |
0.7346 |
0.7346 |
0.7478 |
|
| S3 |
0.7134 |
0.7219 |
0.7459 |
|
| S4 |
0.6921 |
0.7007 |
0.7400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0083 |
1.1% |
37% |
False |
False |
87,095 |
| 10 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0072 |
1.0% |
37% |
False |
False |
76,170 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0063 |
0.8% |
59% |
False |
False |
63,968 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0058 |
0.8% |
59% |
False |
False |
41,538 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0055 |
0.7% |
59% |
False |
False |
27,855 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0057 |
0.8% |
56% |
False |
False |
20,952 |
| 100 |
0.7803 |
0.7361 |
0.0442 |
5.9% |
0.0057 |
0.8% |
43% |
False |
False |
16,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7844 |
|
2.618 |
0.7738 |
|
1.618 |
0.7673 |
|
1.000 |
0.7633 |
|
0.618 |
0.7608 |
|
HIGH |
0.7568 |
|
0.618 |
0.7543 |
|
0.500 |
0.7536 |
|
0.382 |
0.7528 |
|
LOW |
0.7503 |
|
0.618 |
0.7463 |
|
1.000 |
0.7438 |
|
1.618 |
0.7398 |
|
2.618 |
0.7333 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7547 |
0.7542 |
| PP |
0.7541 |
0.7531 |
| S1 |
0.7536 |
0.7521 |
|