CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7640 |
-0.0013 |
-0.2% |
0.7507 |
| High |
0.7665 |
0.7645 |
-0.0020 |
-0.3% |
0.7665 |
| Low |
0.7620 |
0.7606 |
-0.0014 |
-0.2% |
0.7503 |
| Close |
0.7643 |
0.7619 |
-0.0024 |
-0.3% |
0.7619 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0162 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
51,430 |
47,849 |
-3,581 |
-7.0% |
324,810 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7718 |
0.7640 |
|
| R3 |
0.7701 |
0.7679 |
0.7629 |
|
| R2 |
0.7662 |
0.7662 |
0.7626 |
|
| R1 |
0.7640 |
0.7640 |
0.7622 |
0.7632 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7619 |
| S1 |
0.7601 |
0.7601 |
0.7615 |
0.7593 |
| S2 |
0.7584 |
0.7584 |
0.7611 |
|
| S3 |
0.7545 |
0.7562 |
0.7608 |
|
| S4 |
0.7506 |
0.7523 |
0.7597 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8011 |
0.7707 |
|
| R3 |
0.7918 |
0.7849 |
0.7663 |
|
| R2 |
0.7757 |
0.7757 |
0.7648 |
|
| R1 |
0.7688 |
0.7688 |
0.7633 |
0.7722 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7613 |
| S1 |
0.7526 |
0.7526 |
0.7604 |
0.7561 |
| S2 |
0.7434 |
0.7434 |
0.7589 |
|
| S3 |
0.7272 |
0.7365 |
0.7574 |
|
| S4 |
0.7111 |
0.7203 |
0.7530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7665 |
0.7503 |
0.0162 |
2.1% |
0.0064 |
0.8% |
72% |
False |
False |
64,962 |
| 10 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0071 |
0.9% |
68% |
False |
False |
74,598 |
| 20 |
0.7686 |
0.7382 |
0.0303 |
4.0% |
0.0067 |
0.9% |
78% |
False |
False |
68,152 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0059 |
0.8% |
79% |
False |
False |
47,734 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0057 |
0.8% |
79% |
False |
False |
32,042 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0056 |
0.7% |
76% |
False |
False |
24,102 |
| 100 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0058 |
0.8% |
58% |
False |
False |
19,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7811 |
|
2.618 |
0.7747 |
|
1.618 |
0.7708 |
|
1.000 |
0.7684 |
|
0.618 |
0.7669 |
|
HIGH |
0.7645 |
|
0.618 |
0.7630 |
|
0.500 |
0.7626 |
|
0.382 |
0.7621 |
|
LOW |
0.7606 |
|
0.618 |
0.7582 |
|
1.000 |
0.7567 |
|
1.618 |
0.7543 |
|
2.618 |
0.7504 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7626 |
0.7633 |
| PP |
0.7623 |
0.7628 |
| S1 |
0.7621 |
0.7623 |
|