CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
0.7408 |
0.7400 |
-0.0008 |
-0.1% |
0.7476 |
High |
0.7417 |
0.7452 |
0.0035 |
0.5% |
0.7478 |
Low |
0.7388 |
0.7399 |
0.0011 |
0.1% |
0.7388 |
Close |
0.7399 |
0.7426 |
0.0026 |
0.4% |
0.7426 |
Range |
0.0029 |
0.0053 |
0.0024 |
84.2% |
0.0090 |
ATR |
0.0049 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
Volume |
93,723 |
31,719 |
-62,004 |
-66.2% |
341,591 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7557 |
0.7454 |
|
R3 |
0.7530 |
0.7504 |
0.7440 |
|
R2 |
0.7478 |
0.7478 |
0.7435 |
|
R1 |
0.7452 |
0.7452 |
0.7430 |
0.7465 |
PP |
0.7425 |
0.7425 |
0.7425 |
0.7432 |
S1 |
0.7399 |
0.7399 |
0.7421 |
0.7412 |
S2 |
0.7373 |
0.7373 |
0.7416 |
|
S3 |
0.7320 |
0.7347 |
0.7411 |
|
S4 |
0.7268 |
0.7294 |
0.7397 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7701 |
0.7653 |
0.7475 |
|
R3 |
0.7611 |
0.7563 |
0.7450 |
|
R2 |
0.7521 |
0.7521 |
0.7442 |
|
R1 |
0.7473 |
0.7473 |
0.7434 |
0.7452 |
PP |
0.7431 |
0.7431 |
0.7431 |
0.7420 |
S1 |
0.7383 |
0.7383 |
0.7417 |
0.7362 |
S2 |
0.7340 |
0.7340 |
0.7409 |
|
S3 |
0.7250 |
0.7293 |
0.7401 |
|
S4 |
0.7160 |
0.7203 |
0.7376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7478 |
0.7388 |
0.0090 |
1.2% |
0.0039 |
0.5% |
42% |
False |
False |
68,318 |
10 |
0.7644 |
0.7388 |
0.0256 |
3.4% |
0.0046 |
0.6% |
15% |
False |
False |
73,210 |
20 |
0.7688 |
0.7388 |
0.0300 |
4.0% |
0.0047 |
0.6% |
13% |
False |
False |
63,933 |
40 |
0.7715 |
0.7388 |
0.0327 |
4.4% |
0.0056 |
0.8% |
11% |
False |
False |
64,858 |
60 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
18% |
False |
False |
60,636 |
80 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
18% |
False |
False |
46,090 |
100 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0054 |
0.7% |
18% |
False |
False |
36,963 |
120 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.7% |
18% |
False |
False |
30,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7675 |
2.618 |
0.7589 |
1.618 |
0.7536 |
1.000 |
0.7504 |
0.618 |
0.7484 |
HIGH |
0.7452 |
0.618 |
0.7431 |
0.500 |
0.7425 |
0.382 |
0.7419 |
LOW |
0.7399 |
0.618 |
0.7367 |
1.000 |
0.7347 |
1.618 |
0.7314 |
2.618 |
0.7262 |
4.250 |
0.7176 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7425 |
0.7426 |
PP |
0.7425 |
0.7426 |
S1 |
0.7425 |
0.7426 |
|