CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7408 |
-0.0046 |
-0.6% |
0.7635 |
| High |
0.7464 |
0.7417 |
-0.0048 |
-0.6% |
0.7644 |
| Low |
0.7406 |
0.7388 |
-0.0018 |
-0.2% |
0.7442 |
| Close |
0.7411 |
0.7399 |
-0.0012 |
-0.2% |
0.7462 |
| Range |
0.0058 |
0.0029 |
-0.0030 |
-50.9% |
0.0201 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
98,026 |
93,723 |
-4,303 |
-4.4% |
390,509 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7487 |
0.7471 |
0.7415 |
|
| R3 |
0.7458 |
0.7443 |
0.7407 |
|
| R2 |
0.7430 |
0.7430 |
0.7404 |
|
| R1 |
0.7414 |
0.7414 |
0.7402 |
0.7408 |
| PP |
0.7401 |
0.7401 |
0.7401 |
0.7398 |
| S1 |
0.7386 |
0.7386 |
0.7396 |
0.7379 |
| S2 |
0.7373 |
0.7373 |
0.7394 |
|
| S3 |
0.7344 |
0.7357 |
0.7391 |
|
| S4 |
0.7316 |
0.7329 |
0.7383 |
|
|
| 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 |
0.7479 |
0.7388 |
0.0091 |
1.2% |
0.0036 |
0.5% |
12% |
False |
True |
76,988 |
| 10 |
0.7668 |
0.7388 |
0.0280 |
3.8% |
0.0045 |
0.6% |
4% |
False |
True |
76,707 |
| 20 |
0.7688 |
0.7388 |
0.0300 |
4.1% |
0.0046 |
0.6% |
4% |
False |
True |
64,894 |
| 40 |
0.7715 |
0.7388 |
0.0327 |
4.4% |
0.0057 |
0.8% |
3% |
False |
True |
66,587 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
11% |
False |
False |
60,398 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
11% |
False |
False |
45,704 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
11% |
False |
False |
36,651 |
| 120 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
11% |
False |
False |
30,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7538 |
|
2.618 |
0.7491 |
|
1.618 |
0.7463 |
|
1.000 |
0.7445 |
|
0.618 |
0.7434 |
|
HIGH |
0.7417 |
|
0.618 |
0.7406 |
|
0.500 |
0.7402 |
|
0.382 |
0.7399 |
|
LOW |
0.7388 |
|
0.618 |
0.7370 |
|
1.000 |
0.7360 |
|
1.618 |
0.7342 |
|
2.618 |
0.7313 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7402 |
0.7430 |
| PP |
0.7401 |
0.7420 |
| S1 |
0.7400 |
0.7409 |
|