CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7679 |
0.7681 |
0.0002 |
0.0% |
0.7616 |
| High |
0.7700 |
0.7690 |
-0.0009 |
-0.1% |
0.7715 |
| Low |
0.7646 |
0.7615 |
-0.0031 |
-0.4% |
0.7597 |
| Close |
0.7682 |
0.7642 |
-0.0040 |
-0.5% |
0.7682 |
| Range |
0.0054 |
0.0075 |
0.0022 |
40.2% |
0.0117 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.5% |
0.0000 |
| Volume |
48,803 |
58,443 |
9,640 |
19.8% |
288,046 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7833 |
0.7683 |
|
| R3 |
0.7799 |
0.7758 |
0.7662 |
|
| R2 |
0.7724 |
0.7724 |
0.7655 |
|
| R1 |
0.7683 |
0.7683 |
0.7648 |
0.7666 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7640 |
| S1 |
0.7608 |
0.7608 |
0.7635 |
0.7591 |
| S2 |
0.7574 |
0.7574 |
0.7628 |
|
| S3 |
0.7499 |
0.7533 |
0.7621 |
|
| S4 |
0.7424 |
0.7458 |
0.7600 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7967 |
0.7746 |
|
| R3 |
0.7899 |
0.7849 |
0.7714 |
|
| R2 |
0.7782 |
0.7782 |
0.7703 |
|
| R1 |
0.7732 |
0.7732 |
0.7692 |
0.7757 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7677 |
| S1 |
0.7614 |
0.7614 |
0.7671 |
0.7639 |
| S2 |
0.7547 |
0.7547 |
0.7660 |
|
| S3 |
0.7429 |
0.7497 |
0.7649 |
|
| S4 |
0.7312 |
0.7379 |
0.7617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7715 |
0.7615 |
0.0099 |
1.3% |
0.0061 |
0.8% |
27% |
False |
True |
60,192 |
| 10 |
0.7715 |
0.7523 |
0.0192 |
2.5% |
0.0061 |
0.8% |
62% |
False |
False |
59,895 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0067 |
0.9% |
70% |
False |
False |
68,033 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
79% |
False |
False |
56,047 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
79% |
False |
False |
37,782 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
79% |
False |
False |
28,415 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
79% |
False |
False |
22,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7886 |
|
1.618 |
0.7811 |
|
1.000 |
0.7765 |
|
0.618 |
0.7736 |
|
HIGH |
0.7690 |
|
0.618 |
0.7661 |
|
0.500 |
0.7653 |
|
0.382 |
0.7644 |
|
LOW |
0.7615 |
|
0.618 |
0.7569 |
|
1.000 |
0.7540 |
|
1.618 |
0.7494 |
|
2.618 |
0.7419 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7661 |
| PP |
0.7649 |
0.7655 |
| S1 |
0.7645 |
0.7648 |
|