CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7616 |
-0.0024 |
-0.3% |
0.7507 |
| High |
0.7645 |
0.7651 |
0.0006 |
0.1% |
0.7665 |
| Low |
0.7606 |
0.7597 |
-0.0009 |
-0.1% |
0.7503 |
| Close |
0.7619 |
0.7630 |
0.0012 |
0.2% |
0.7619 |
| Range |
0.0039 |
0.0054 |
0.0015 |
38.5% |
0.0162 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
47,849 |
45,527 |
-2,322 |
-4.9% |
324,810 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7788 |
0.7763 |
0.7660 |
|
| R3 |
0.7734 |
0.7709 |
0.7645 |
|
| R2 |
0.7680 |
0.7680 |
0.7640 |
|
| R1 |
0.7655 |
0.7655 |
0.7635 |
0.7667 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7632 |
| S1 |
0.7601 |
0.7601 |
0.7625 |
0.7614 |
| S2 |
0.7572 |
0.7572 |
0.7620 |
|
| S3 |
0.7518 |
0.7547 |
0.7615 |
|
| S4 |
0.7464 |
0.7493 |
0.7600 |
|
|
| 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 |
0.7523 |
0.0142 |
1.9% |
0.0062 |
0.8% |
76% |
False |
False |
59,598 |
| 10 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0072 |
0.9% |
74% |
False |
False |
73,347 |
| 20 |
0.7686 |
0.7409 |
0.0277 |
3.6% |
0.0067 |
0.9% |
80% |
False |
False |
68,319 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0058 |
0.8% |
83% |
False |
False |
48,813 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0058 |
0.8% |
83% |
False |
False |
32,797 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.4% |
0.0056 |
0.7% |
79% |
False |
False |
24,669 |
| 100 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0057 |
0.7% |
61% |
False |
False |
19,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7792 |
|
1.618 |
0.7738 |
|
1.000 |
0.7705 |
|
0.618 |
0.7684 |
|
HIGH |
0.7651 |
|
0.618 |
0.7630 |
|
0.500 |
0.7624 |
|
0.382 |
0.7618 |
|
LOW |
0.7597 |
|
0.618 |
0.7564 |
|
1.000 |
0.7543 |
|
1.618 |
0.7510 |
|
2.618 |
0.7456 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7631 |
| PP |
0.7626 |
0.7631 |
| S1 |
0.7624 |
0.7630 |
|