CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7653 |
0.0005 |
0.1% |
0.7643 |
| High |
0.7688 |
0.7658 |
-0.0030 |
-0.4% |
0.7688 |
| Low |
0.7646 |
0.7619 |
-0.0027 |
-0.4% |
0.7619 |
| Close |
0.7653 |
0.7633 |
-0.0020 |
-0.3% |
0.7633 |
| Range |
0.0042 |
0.0039 |
-0.0004 |
-8.3% |
0.0069 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
59,385 |
41,892 |
-17,493 |
-29.5% |
245,041 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7752 |
0.7731 |
0.7654 |
|
| R3 |
0.7713 |
0.7692 |
0.7643 |
|
| R2 |
0.7675 |
0.7675 |
0.7640 |
|
| R1 |
0.7654 |
0.7654 |
0.7636 |
0.7645 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7632 |
| S1 |
0.7615 |
0.7615 |
0.7629 |
0.7607 |
| S2 |
0.7598 |
0.7598 |
0.7625 |
|
| S3 |
0.7559 |
0.7577 |
0.7622 |
|
| S4 |
0.7521 |
0.7538 |
0.7611 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7853 |
0.7812 |
0.7670 |
|
| R3 |
0.7784 |
0.7743 |
0.7651 |
|
| R2 |
0.7715 |
0.7715 |
0.7645 |
|
| R1 |
0.7674 |
0.7674 |
0.7639 |
0.7660 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7640 |
| S1 |
0.7605 |
0.7605 |
0.7626 |
0.7591 |
| S2 |
0.7578 |
0.7578 |
0.7620 |
|
| S3 |
0.7509 |
0.7536 |
0.7614 |
|
| S4 |
0.7440 |
0.7467 |
0.7595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7688 |
0.7619 |
0.0069 |
0.9% |
0.0040 |
0.5% |
20% |
False |
True |
49,008 |
| 10 |
0.7690 |
0.7570 |
0.0120 |
1.6% |
0.0049 |
0.6% |
52% |
False |
False |
50,684 |
| 20 |
0.7715 |
0.7503 |
0.0212 |
2.8% |
0.0055 |
0.7% |
61% |
False |
False |
55,984 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
77% |
False |
False |
59,211 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0056 |
0.7% |
77% |
False |
False |
45,154 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0055 |
0.7% |
77% |
False |
False |
33,988 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0056 |
0.7% |
77% |
False |
False |
27,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7821 |
|
2.618 |
0.7758 |
|
1.618 |
0.7720 |
|
1.000 |
0.7696 |
|
0.618 |
0.7681 |
|
HIGH |
0.7658 |
|
0.618 |
0.7643 |
|
0.500 |
0.7638 |
|
0.382 |
0.7634 |
|
LOW |
0.7619 |
|
0.618 |
0.7595 |
|
1.000 |
0.7581 |
|
1.618 |
0.7557 |
|
2.618 |
0.7518 |
|
4.250 |
0.7455 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7654 |
| PP |
0.7636 |
0.7647 |
| S1 |
0.7634 |
0.7640 |
|