CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7616 |
0.7629 |
0.0013 |
0.2% |
0.7507 |
| High |
0.7651 |
0.7715 |
0.0064 |
0.8% |
0.7665 |
| Low |
0.7597 |
0.7624 |
0.0026 |
0.3% |
0.7503 |
| Close |
0.7630 |
0.7683 |
0.0053 |
0.7% |
0.7619 |
| Range |
0.0054 |
0.0091 |
0.0037 |
68.5% |
0.0162 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.1% |
0.0000 |
| Volume |
45,527 |
80,974 |
35,447 |
77.9% |
324,810 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7906 |
0.7733 |
|
| R3 |
0.7856 |
0.7815 |
0.7708 |
|
| R2 |
0.7765 |
0.7765 |
0.7699 |
|
| R1 |
0.7724 |
0.7724 |
0.7691 |
0.7744 |
| PP |
0.7674 |
0.7674 |
0.7674 |
0.7684 |
| S1 |
0.7633 |
0.7633 |
0.7674 |
0.7653 |
| S2 |
0.7583 |
0.7583 |
0.7666 |
|
| S3 |
0.7492 |
0.7542 |
0.7657 |
|
| S4 |
0.7401 |
0.7451 |
0.7632 |
|
|
| 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 |
0.7715 |
0.7597 |
0.0117 |
1.5% |
0.0058 |
0.8% |
73% |
True |
False |
59,376 |
| 10 |
0.7715 |
0.7473 |
0.0242 |
3.1% |
0.0071 |
0.9% |
87% |
True |
False |
72,440 |
| 20 |
0.7715 |
0.7435 |
0.0279 |
3.6% |
0.0069 |
0.9% |
89% |
True |
False |
70,032 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
91% |
True |
False |
50,766 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
91% |
True |
False |
34,143 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
91% |
True |
False |
25,673 |
| 100 |
0.7787 |
0.7361 |
0.0426 |
5.5% |
0.0058 |
0.7% |
76% |
False |
False |
20,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.7953 |
|
1.618 |
0.7862 |
|
1.000 |
0.7806 |
|
0.618 |
0.7771 |
|
HIGH |
0.7715 |
|
0.618 |
0.7680 |
|
0.500 |
0.7669 |
|
0.382 |
0.7658 |
|
LOW |
0.7624 |
|
0.618 |
0.7567 |
|
1.000 |
0.7533 |
|
1.618 |
0.7476 |
|
2.618 |
0.7385 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7674 |
| PP |
0.7674 |
0.7665 |
| S1 |
0.7669 |
0.7656 |
|