CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7641 |
-0.0012 |
-0.2% |
0.7643 |
| High |
0.7658 |
0.7649 |
-0.0009 |
-0.1% |
0.7688 |
| Low |
0.7619 |
0.7597 |
-0.0023 |
-0.3% |
0.7619 |
| Close |
0.7633 |
0.7612 |
-0.0021 |
-0.3% |
0.7633 |
| Range |
0.0039 |
0.0053 |
0.0014 |
36.4% |
0.0069 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
41,892 |
58,421 |
16,529 |
39.5% |
245,041 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7777 |
0.7747 |
0.7640 |
|
| R3 |
0.7724 |
0.7694 |
0.7626 |
|
| R2 |
0.7672 |
0.7672 |
0.7621 |
|
| R1 |
0.7642 |
0.7642 |
0.7616 |
0.7630 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7613 |
| S1 |
0.7589 |
0.7589 |
0.7607 |
0.7578 |
| S2 |
0.7567 |
0.7567 |
0.7602 |
|
| S3 |
0.7514 |
0.7537 |
0.7597 |
|
| S4 |
0.7462 |
0.7484 |
0.7583 |
|
|
| 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 |
0.7597 |
0.0091 |
1.2% |
0.0043 |
0.6% |
16% |
False |
True |
52,796 |
| 10 |
0.7688 |
0.7570 |
0.0118 |
1.6% |
0.0047 |
0.6% |
35% |
False |
False |
50,682 |
| 20 |
0.7715 |
0.7523 |
0.0192 |
2.5% |
0.0054 |
0.7% |
46% |
False |
False |
55,288 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0059 |
0.8% |
71% |
False |
False |
59,628 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.7% |
71% |
False |
False |
46,122 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0055 |
0.7% |
71% |
False |
False |
34,713 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.7% |
71% |
False |
False |
27,819 |
| 120 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0056 |
0.7% |
57% |
False |
False |
23,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7872 |
|
2.618 |
0.7786 |
|
1.618 |
0.7734 |
|
1.000 |
0.7702 |
|
0.618 |
0.7681 |
|
HIGH |
0.7649 |
|
0.618 |
0.7629 |
|
0.500 |
0.7623 |
|
0.382 |
0.7617 |
|
LOW |
0.7597 |
|
0.618 |
0.7564 |
|
1.000 |
0.7544 |
|
1.618 |
0.7512 |
|
2.618 |
0.7459 |
|
4.250 |
0.7373 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7642 |
| PP |
0.7619 |
0.7632 |
| S1 |
0.7615 |
0.7622 |
|