CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7430 |
0.0030 |
0.4% |
0.7476 |
| High |
0.7452 |
0.7445 |
-0.0007 |
-0.1% |
0.7478 |
| Low |
0.7399 |
0.7421 |
0.0022 |
0.3% |
0.7388 |
| Close |
0.7426 |
0.7439 |
0.0014 |
0.2% |
0.7426 |
| Range |
0.0053 |
0.0024 |
-0.0028 |
-53.3% |
0.0090 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
31,719 |
6,596 |
-25,123 |
-79.2% |
341,591 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7508 |
0.7498 |
0.7452 |
|
| R3 |
0.7484 |
0.7474 |
0.7446 |
|
| R2 |
0.7459 |
0.7459 |
0.7443 |
|
| R1 |
0.7449 |
0.7449 |
0.7441 |
0.7454 |
| PP |
0.7435 |
0.7435 |
0.7435 |
0.7437 |
| S1 |
0.7425 |
0.7425 |
0.7437 |
0.7430 |
| S2 |
0.7410 |
0.7410 |
0.7435 |
|
| S3 |
0.7386 |
0.7400 |
0.7432 |
|
| S4 |
0.7361 |
0.7376 |
0.7426 |
|
|
| 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 |
0.7472 |
0.7388 |
0.0084 |
1.1% |
0.0039 |
0.5% |
61% |
False |
False |
58,842 |
| 10 |
0.7597 |
0.7388 |
0.0209 |
2.8% |
0.0043 |
0.6% |
24% |
False |
False |
68,034 |
| 20 |
0.7688 |
0.7388 |
0.0300 |
4.0% |
0.0045 |
0.6% |
17% |
False |
False |
61,350 |
| 40 |
0.7715 |
0.7388 |
0.0327 |
4.4% |
0.0055 |
0.7% |
16% |
False |
False |
63,071 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
22% |
False |
False |
60,309 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
22% |
False |
False |
46,169 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0054 |
0.7% |
22% |
False |
False |
37,028 |
| 120 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
22% |
False |
False |
30,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7509 |
|
1.618 |
0.7485 |
|
1.000 |
0.7469 |
|
0.618 |
0.7460 |
|
HIGH |
0.7445 |
|
0.618 |
0.7436 |
|
0.500 |
0.7433 |
|
0.382 |
0.7430 |
|
LOW |
0.7421 |
|
0.618 |
0.7405 |
|
1.000 |
0.7396 |
|
1.618 |
0.7381 |
|
2.618 |
0.7356 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7437 |
0.7433 |
| PP |
0.7435 |
0.7426 |
| S1 |
0.7433 |
0.7420 |
|