CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7671 |
0.7668 |
-0.0003 |
0.0% |
0.7507 |
| High |
0.7677 |
0.7707 |
0.0030 |
0.4% |
0.7665 |
| Low |
0.7635 |
0.7665 |
0.0030 |
0.4% |
0.7503 |
| Close |
0.7669 |
0.7678 |
0.0009 |
0.1% |
0.7619 |
| Range |
0.0042 |
0.0042 |
0.0000 |
1.2% |
0.0162 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
58,924 |
53,818 |
-5,106 |
-8.7% |
324,810 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7785 |
0.7701 |
|
| R3 |
0.7767 |
0.7743 |
0.7689 |
|
| R2 |
0.7725 |
0.7725 |
0.7685 |
|
| R1 |
0.7701 |
0.7701 |
0.7681 |
0.7713 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7689 |
| S1 |
0.7659 |
0.7659 |
0.7674 |
0.7671 |
| S2 |
0.7641 |
0.7641 |
0.7670 |
|
| S3 |
0.7599 |
0.7617 |
0.7666 |
|
| S4 |
0.7557 |
0.7575 |
0.7654 |
|
|
| 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% |
0.0053 |
0.7% |
69% |
False |
False |
57,418 |
| 10 |
0.7715 |
0.7473 |
0.0242 |
3.1% |
0.0061 |
0.8% |
85% |
False |
False |
64,135 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.1% |
0.0066 |
0.9% |
85% |
False |
False |
69,695 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
90% |
False |
False |
53,485 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
90% |
False |
False |
36,006 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
90% |
False |
False |
27,078 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
90% |
False |
False |
21,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7817 |
|
1.618 |
0.7775 |
|
1.000 |
0.7749 |
|
0.618 |
0.7733 |
|
HIGH |
0.7707 |
|
0.618 |
0.7691 |
|
0.500 |
0.7686 |
|
0.382 |
0.7681 |
|
LOW |
0.7665 |
|
0.618 |
0.7639 |
|
1.000 |
0.7623 |
|
1.618 |
0.7597 |
|
2.618 |
0.7555 |
|
4.250 |
0.7487 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7675 |
| PP |
0.7683 |
0.7672 |
| S1 |
0.7680 |
0.7669 |
|