CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 03-Mar-2017
Day Change Summary
Previous Current
02-Mar-2017 03-Mar-2017 Change Change % Previous Week
Open 0.7504 0.7470 -0.0035 -0.5% 0.7635
High 0.7504 0.7479 -0.0026 -0.3% 0.7644
Low 0.7462 0.7442 -0.0020 -0.3% 0.7442
Close 0.7468 0.7462 -0.0006 -0.1% 0.7462
Range 0.0043 0.0036 -0.0006 -14.1% 0.0201
ATR 0.0055 0.0054 -0.0001 -2.4% 0.0000
Volume 66,658 75,070 8,412 12.6% 390,509
Daily Pivots for day following 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7570 0.7553 0.7482
R3 0.7534 0.7516 0.7472
R2 0.7497 0.7497 0.7469
R1 0.7480 0.7480 0.7465 0.7470
PP 0.7461 0.7461 0.7461 0.7456
S1 0.7443 0.7443 0.7459 0.7434
S2 0.7424 0.7424 0.7455
S3 0.7388 0.7407 0.7452
S4 0.7351 0.7370 0.7442
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8120 0.7993 0.7573
R3 0.7919 0.7791 0.7517
R2 0.7717 0.7717 0.7499
R1 0.7590 0.7590 0.7480 0.7553
PP 0.7516 0.7516 0.7516 0.7497
S1 0.7388 0.7388 0.7444 0.7351
S2 0.7314 0.7314 0.7425
S3 0.7113 0.7187 0.7407
S4 0.6911 0.6985 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7644 0.7442 0.0201 2.7% 0.0053 0.7% 10% False True 78,101
10 0.7668 0.7442 0.0226 3.0% 0.0052 0.7% 9% False True 67,567
20 0.7700 0.7442 0.0257 3.5% 0.0051 0.7% 8% False True 59,471
40 0.7715 0.7442 0.0272 3.7% 0.0059 0.8% 7% False True 64,583
60 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 29% False False 55,480
80 0.7715 0.7361 0.0354 4.7% 0.0057 0.8% 29% False False 41,872
100 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 29% False False 33,557
120 0.7715 0.7361 0.0354 4.7% 0.0056 0.8% 29% False False 27,992
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7574
1.618 0.7538
1.000 0.7515
0.618 0.7501
HIGH 0.7479
0.618 0.7465
0.500 0.7460
0.382 0.7456
LOW 0.7442
0.618 0.7419
1.000 0.7406
1.618 0.7383
2.618 0.7346
4.250 0.7287
Fisher Pivots for day following 03-Mar-2017
Pivot 1 day 3 day
R1 0.7461 0.7485
PP 0.7461 0.7478
S1 0.7460 0.7470

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These figures are updated between 7pm and 10pm EST after a trading day.

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