CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7607 |
-0.0034 |
-0.4% |
0.7643 |
| High |
0.7649 |
0.7629 |
-0.0021 |
-0.3% |
0.7688 |
| Low |
0.7597 |
0.7560 |
-0.0037 |
-0.5% |
0.7619 |
| Close |
0.7612 |
0.7600 |
-0.0012 |
-0.2% |
0.7633 |
| Range |
0.0053 |
0.0069 |
0.0016 |
30.5% |
0.0069 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0000 |
| Volume |
58,421 |
61,178 |
2,757 |
4.7% |
245,041 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7769 |
0.7637 |
|
| R3 |
0.7733 |
0.7701 |
0.7618 |
|
| R2 |
0.7665 |
0.7665 |
0.7612 |
|
| R1 |
0.7632 |
0.7632 |
0.7606 |
0.7614 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7587 |
| S1 |
0.7564 |
0.7564 |
0.7593 |
0.7546 |
| S2 |
0.7528 |
0.7528 |
0.7587 |
|
| S3 |
0.7459 |
0.7495 |
0.7581 |
|
| S4 |
0.7391 |
0.7427 |
0.7562 |
|
|
| 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 |
0.7560 |
0.0128 |
1.7% |
0.0047 |
0.6% |
31% |
False |
True |
54,032 |
| 10 |
0.7688 |
0.7560 |
0.0128 |
1.7% |
0.0046 |
0.6% |
31% |
False |
True |
51,516 |
| 20 |
0.7715 |
0.7560 |
0.0155 |
2.0% |
0.0052 |
0.7% |
26% |
False |
True |
54,243 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0059 |
0.8% |
68% |
False |
False |
59,802 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0057 |
0.7% |
68% |
False |
False |
47,134 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0055 |
0.7% |
68% |
False |
False |
35,476 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.7% |
68% |
False |
False |
28,428 |
| 120 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0057 |
0.7% |
54% |
False |
False |
23,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7920 |
|
2.618 |
0.7808 |
|
1.618 |
0.7739 |
|
1.000 |
0.7697 |
|
0.618 |
0.7671 |
|
HIGH |
0.7629 |
|
0.618 |
0.7602 |
|
0.500 |
0.7594 |
|
0.382 |
0.7586 |
|
LOW |
0.7560 |
|
0.618 |
0.7518 |
|
1.000 |
0.7492 |
|
1.618 |
0.7449 |
|
2.618 |
0.7381 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7609 |
| PP |
0.7596 |
0.7606 |
| S1 |
0.7594 |
0.7603 |
|