CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7504 |
-0.0008 |
-0.1% |
0.7641 |
| High |
0.7529 |
0.7504 |
-0.0024 |
-0.3% |
0.7668 |
| Low |
0.7487 |
0.7462 |
-0.0025 |
-0.3% |
0.7560 |
| Close |
0.7489 |
0.7468 |
-0.0021 |
-0.3% |
0.7636 |
| Range |
0.0042 |
0.0043 |
0.0001 |
1.2% |
0.0108 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
84,262 |
66,658 |
-17,604 |
-20.9% |
243,274 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7579 |
0.7491 |
|
| R3 |
0.7563 |
0.7537 |
0.7480 |
|
| R2 |
0.7520 |
0.7520 |
0.7476 |
|
| R1 |
0.7494 |
0.7494 |
0.7472 |
0.7486 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7474 |
| S1 |
0.7452 |
0.7452 |
0.7464 |
0.7444 |
| S2 |
0.7435 |
0.7435 |
0.7460 |
|
| S3 |
0.7393 |
0.7409 |
0.7456 |
|
| S4 |
0.7350 |
0.7367 |
0.7445 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7945 |
0.7898 |
0.7695 |
|
| R3 |
0.7837 |
0.7790 |
0.7665 |
|
| R2 |
0.7729 |
0.7729 |
0.7655 |
|
| R1 |
0.7682 |
0.7682 |
0.7645 |
0.7652 |
| PP |
0.7621 |
0.7621 |
0.7621 |
0.7606 |
| S1 |
0.7574 |
0.7574 |
0.7626 |
0.7544 |
| S2 |
0.7513 |
0.7513 |
0.7616 |
|
| S3 |
0.7405 |
0.7466 |
0.7606 |
|
| S4 |
0.7297 |
0.7358 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7668 |
0.7462 |
0.0206 |
2.8% |
0.0054 |
0.7% |
3% |
False |
True |
76,425 |
| 10 |
0.7688 |
0.7462 |
0.0226 |
3.0% |
0.0052 |
0.7% |
3% |
False |
True |
65,999 |
| 20 |
0.7707 |
0.7462 |
0.0245 |
3.3% |
0.0052 |
0.7% |
3% |
False |
True |
58,408 |
| 40 |
0.7715 |
0.7436 |
0.0279 |
3.7% |
0.0060 |
0.8% |
11% |
False |
False |
64,460 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.8% |
30% |
False |
False |
54,263 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0057 |
0.8% |
30% |
False |
False |
40,944 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.7% |
30% |
False |
False |
32,808 |
| 120 |
0.7752 |
0.7361 |
0.0391 |
5.2% |
0.0057 |
0.8% |
27% |
False |
False |
27,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7615 |
|
1.618 |
0.7573 |
|
1.000 |
0.7547 |
|
0.618 |
0.7530 |
|
HIGH |
0.7504 |
|
0.618 |
0.7488 |
|
0.500 |
0.7483 |
|
0.382 |
0.7478 |
|
LOW |
0.7462 |
|
0.618 |
0.7435 |
|
1.000 |
0.7419 |
|
1.618 |
0.7393 |
|
2.618 |
0.7350 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7529 |
| PP |
0.7478 |
0.7509 |
| S1 |
0.7473 |
0.7488 |
|