CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7650 |
-0.0004 |
0.0% |
0.7681 |
| High |
0.7680 |
0.7656 |
-0.0024 |
-0.3% |
0.7690 |
| Low |
0.7631 |
0.7624 |
-0.0007 |
-0.1% |
0.7570 |
| Close |
0.7650 |
0.7644 |
-0.0007 |
-0.1% |
0.7642 |
| Range |
0.0049 |
0.0032 |
-0.0017 |
-34.7% |
0.0120 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
54,999 |
49,287 |
-5,712 |
-10.4% |
261,802 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7722 |
0.7661 |
|
| R3 |
0.7705 |
0.7690 |
0.7652 |
|
| R2 |
0.7673 |
0.7673 |
0.7649 |
|
| R1 |
0.7658 |
0.7658 |
0.7646 |
0.7650 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7637 |
| S1 |
0.7626 |
0.7626 |
0.7641 |
0.7618 |
| S2 |
0.7609 |
0.7609 |
0.7638 |
|
| S3 |
0.7577 |
0.7594 |
0.7635 |
|
| S4 |
0.7545 |
0.7562 |
0.7626 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7994 |
0.7938 |
0.7708 |
|
| R3 |
0.7874 |
0.7818 |
0.7675 |
|
| R2 |
0.7754 |
0.7754 |
0.7664 |
|
| R1 |
0.7698 |
0.7698 |
0.7653 |
0.7666 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7618 |
| S1 |
0.7578 |
0.7578 |
0.7631 |
0.7546 |
| S2 |
0.7514 |
0.7514 |
0.7620 |
|
| S3 |
0.7394 |
0.7458 |
0.7609 |
|
| S4 |
0.7274 |
0.7338 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7596 |
0.0084 |
1.1% |
0.0044 |
0.6% |
57% |
False |
False |
50,593 |
| 10 |
0.7707 |
0.7570 |
0.0137 |
1.8% |
0.0051 |
0.7% |
54% |
False |
False |
50,818 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0056 |
0.7% |
71% |
False |
False |
58,559 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
80% |
False |
False |
58,780 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
80% |
False |
False |
43,479 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0055 |
0.7% |
80% |
False |
False |
32,739 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
80% |
False |
False |
26,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7739 |
|
1.618 |
0.7707 |
|
1.000 |
0.7688 |
|
0.618 |
0.7675 |
|
HIGH |
0.7656 |
|
0.618 |
0.7643 |
|
0.500 |
0.7640 |
|
0.382 |
0.7636 |
|
LOW |
0.7624 |
|
0.618 |
0.7604 |
|
1.000 |
0.7592 |
|
1.618 |
0.7572 |
|
2.618 |
0.7540 |
|
4.250 |
0.7488 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7651 |
| PP |
0.7641 |
0.7649 |
| S1 |
0.7640 |
0.7646 |
|