CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7600 |
-0.0007 |
-0.1% |
0.7643 |
High |
0.7629 |
0.7645 |
0.0017 |
0.2% |
0.7688 |
Low |
0.7560 |
0.7594 |
0.0034 |
0.4% |
0.7619 |
Close |
0.7600 |
0.7627 |
0.0028 |
0.4% |
0.7633 |
Range |
0.0069 |
0.0052 |
-0.0017 |
-24.8% |
0.0069 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
Volume |
61,178 |
56,986 |
-4,192 |
-6.9% |
245,041 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7776 |
0.7753 |
0.7655 |
|
R3 |
0.7725 |
0.7702 |
0.7641 |
|
R2 |
0.7673 |
0.7673 |
0.7636 |
|
R1 |
0.7650 |
0.7650 |
0.7632 |
0.7662 |
PP |
0.7622 |
0.7622 |
0.7622 |
0.7628 |
S1 |
0.7599 |
0.7599 |
0.7622 |
0.7610 |
S2 |
0.7570 |
0.7570 |
0.7618 |
|
S3 |
0.7519 |
0.7547 |
0.7613 |
|
S4 |
0.7467 |
0.7496 |
0.7599 |
|
|
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% |
0.0051 |
0.7% |
52% |
False |
False |
55,572 |
10 |
0.7688 |
0.7560 |
0.0128 |
1.7% |
0.0047 |
0.6% |
52% |
False |
False |
53,082 |
20 |
0.7715 |
0.7560 |
0.0155 |
2.0% |
0.0052 |
0.7% |
43% |
False |
False |
53,537 |
40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
75% |
False |
False |
60,124 |
60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
75% |
False |
False |
48,071 |
80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0056 |
0.7% |
75% |
False |
False |
36,181 |
100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0056 |
0.7% |
75% |
False |
False |
28,997 |
120 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0057 |
0.7% |
60% |
False |
False |
24,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7864 |
2.618 |
0.7780 |
1.618 |
0.7728 |
1.000 |
0.7697 |
0.618 |
0.7677 |
HIGH |
0.7645 |
0.618 |
0.7625 |
0.500 |
0.7619 |
0.382 |
0.7613 |
LOW |
0.7594 |
0.618 |
0.7562 |
1.000 |
0.7542 |
1.618 |
0.7510 |
2.618 |
0.7459 |
4.250 |
0.7375 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7624 |
0.7620 |
PP |
0.7622 |
0.7612 |
S1 |
0.7619 |
0.7605 |
|