CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7591 |
0.7520 |
-0.0072 |
-0.9% |
0.7644 |
| High |
0.7604 |
0.7535 |
-0.0069 |
-0.9% |
0.7672 |
| Low |
0.7519 |
0.7495 |
-0.0024 |
-0.3% |
0.7572 |
| Close |
0.7533 |
0.7498 |
-0.0035 |
-0.5% |
0.7643 |
| Range |
0.0085 |
0.0040 |
-0.0045 |
-52.9% |
0.0100 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
5,706 |
3,039 |
-2,667 |
-46.7% |
5,493 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7603 |
0.7520 |
|
| R3 |
0.7589 |
0.7563 |
0.7509 |
|
| R2 |
0.7549 |
0.7549 |
0.7505 |
|
| R1 |
0.7523 |
0.7523 |
0.7501 |
0.7516 |
| PP |
0.7509 |
0.7509 |
0.7509 |
0.7506 |
| S1 |
0.7483 |
0.7483 |
0.7494 |
0.7476 |
| S2 |
0.7469 |
0.7469 |
0.7490 |
|
| S3 |
0.7429 |
0.7443 |
0.7487 |
|
| S4 |
0.7389 |
0.7403 |
0.7476 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7886 |
0.7698 |
|
| R3 |
0.7829 |
0.7786 |
0.7670 |
|
| R2 |
0.7729 |
0.7729 |
0.7661 |
|
| R1 |
0.7686 |
0.7686 |
0.7652 |
0.7657 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7615 |
| S1 |
0.7586 |
0.7586 |
0.7633 |
0.7557 |
| S2 |
0.7529 |
0.7529 |
0.7624 |
|
| S3 |
0.7429 |
0.7486 |
0.7615 |
|
| S4 |
0.7329 |
0.7386 |
0.7588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7672 |
0.7495 |
0.0177 |
2.4% |
0.0054 |
0.7% |
1% |
False |
True |
2,788 |
| 10 |
0.7695 |
0.7495 |
0.0200 |
2.7% |
0.0050 |
0.7% |
1% |
False |
True |
1,624 |
| 20 |
0.7715 |
0.7495 |
0.0220 |
2.9% |
0.0051 |
0.7% |
1% |
False |
True |
962 |
| 40 |
0.7723 |
0.7446 |
0.0277 |
3.7% |
0.0059 |
0.8% |
19% |
False |
False |
588 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
36% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7705 |
|
2.618 |
0.7640 |
|
1.618 |
0.7600 |
|
1.000 |
0.7575 |
|
0.618 |
0.7560 |
|
HIGH |
0.7535 |
|
0.618 |
0.7520 |
|
0.500 |
0.7515 |
|
0.382 |
0.7510 |
|
LOW |
0.7495 |
|
0.618 |
0.7470 |
|
1.000 |
0.7455 |
|
1.618 |
0.7430 |
|
2.618 |
0.7390 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7515 |
0.7573 |
| PP |
0.7509 |
0.7548 |
| S1 |
0.7503 |
0.7523 |
|