CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7457 |
0.7454 |
-0.0003 |
0.0% |
0.7635 |
| High |
0.7472 |
0.7464 |
-0.0008 |
-0.1% |
0.7644 |
| Low |
0.7443 |
0.7406 |
-0.0037 |
-0.5% |
0.7442 |
| Close |
0.7452 |
0.7411 |
-0.0041 |
-0.5% |
0.7462 |
| Range |
0.0029 |
0.0058 |
0.0029 |
100.0% |
0.0201 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
64,147 |
98,026 |
33,879 |
52.8% |
390,509 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7564 |
0.7443 |
|
| R3 |
0.7543 |
0.7506 |
0.7427 |
|
| R2 |
0.7485 |
0.7485 |
0.7422 |
|
| R1 |
0.7448 |
0.7448 |
0.7416 |
0.7438 |
| PP |
0.7427 |
0.7427 |
0.7427 |
0.7422 |
| S1 |
0.7390 |
0.7390 |
0.7406 |
0.7379 |
| S2 |
0.7369 |
0.7369 |
0.7400 |
|
| S3 |
0.7311 |
0.7332 |
0.7395 |
|
| S4 |
0.7253 |
0.7274 |
0.7379 |
|
|
| 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 |
0.7504 |
0.7406 |
0.0098 |
1.3% |
0.0039 |
0.5% |
5% |
False |
True |
71,575 |
| 10 |
0.7668 |
0.7406 |
0.0262 |
3.5% |
0.0048 |
0.6% |
2% |
False |
True |
73,033 |
| 20 |
0.7688 |
0.7406 |
0.0282 |
3.8% |
0.0047 |
0.6% |
2% |
False |
True |
62,274 |
| 40 |
0.7715 |
0.7406 |
0.0309 |
4.2% |
0.0058 |
0.8% |
2% |
False |
True |
65,364 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
14% |
False |
False |
58,940 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
14% |
False |
False |
44,541 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
14% |
False |
False |
35,714 |
| 120 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
14% |
False |
False |
29,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7711 |
|
2.618 |
0.7616 |
|
1.618 |
0.7558 |
|
1.000 |
0.7522 |
|
0.618 |
0.7500 |
|
HIGH |
0.7464 |
|
0.618 |
0.7442 |
|
0.500 |
0.7435 |
|
0.382 |
0.7428 |
|
LOW |
0.7406 |
|
0.618 |
0.7370 |
|
1.000 |
0.7348 |
|
1.618 |
0.7312 |
|
2.618 |
0.7254 |
|
4.250 |
0.7159 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7435 |
0.7442 |
| PP |
0.7427 |
0.7432 |
| S1 |
0.7419 |
0.7421 |
|