CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 0.7470 0.7476 0.0006 0.1% 0.7635
High 0.7479 0.7478 0.0000 0.0% 0.7644
Low 0.7442 0.7449 0.0007 0.1% 0.7442
Close 0.7462 0.7456 -0.0007 -0.1% 0.7462
Range 0.0036 0.0029 -0.0007 -20.5% 0.0201
ATR 0.0054 0.0052 -0.0002 -3.3% 0.0000
Volume 75,070 53,976 -21,094 -28.1% 390,509
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7548 0.7531 0.7471
R3 0.7519 0.7502 0.7463
R2 0.7490 0.7490 0.7461
R1 0.7473 0.7473 0.7458 0.7467
PP 0.7461 0.7461 0.7461 0.7458
S1 0.7444 0.7444 0.7453 0.7438
S2 0.7432 0.7432 0.7450
S3 0.7403 0.7415 0.7448
S4 0.7374 0.7386 0.7440
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 0.7597 0.7442 0.0155 2.1% 0.0047 0.6% 9% False False 77,226
10 0.7668 0.7442 0.0226 3.0% 0.0051 0.7% 6% False False 68,775
20 0.7690 0.7442 0.0248 3.3% 0.0050 0.7% 5% False False 59,730
40 0.7715 0.7442 0.0272 3.7% 0.0058 0.8% 5% False False 64,116
60 0.7715 0.7361 0.0354 4.7% 0.0056 0.7% 27% False False 56,348
80 0.7715 0.7361 0.0354 4.7% 0.0057 0.8% 27% False False 42,542
100 0.7715 0.7361 0.0354 4.7% 0.0055 0.7% 27% False False 34,095
120 0.7715 0.7361 0.0354 4.7% 0.0056 0.8% 27% False False 28,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 0.7601
2.618 0.7554
1.618 0.7525
1.000 0.7507
0.618 0.7496
HIGH 0.7478
0.618 0.7467
0.500 0.7464
0.382 0.7460
LOW 0.7449
0.618 0.7431
1.000 0.7420
1.618 0.7402
2.618 0.7373
4.250 0.7326
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 0.7464 0.7473
PP 0.7461 0.7467
S1 0.7458 0.7461

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

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