CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7511 |
-0.0009 |
-0.1% |
0.7644 |
| High |
0.7535 |
0.7511 |
-0.0024 |
-0.3% |
0.7672 |
| Low |
0.7495 |
0.7471 |
-0.0025 |
-0.3% |
0.7572 |
| Close |
0.7498 |
0.7476 |
-0.0022 |
-0.3% |
0.7643 |
| Range |
0.0040 |
0.0041 |
0.0001 |
1.3% |
0.0100 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
3,039 |
8,678 |
5,639 |
185.6% |
5,493 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7582 |
0.7498 |
|
| R3 |
0.7567 |
0.7542 |
0.7487 |
|
| R2 |
0.7526 |
0.7526 |
0.7483 |
|
| R1 |
0.7501 |
0.7501 |
0.7480 |
0.7494 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7482 |
| S1 |
0.7461 |
0.7461 |
0.7472 |
0.7453 |
| S2 |
0.7445 |
0.7445 |
0.7469 |
|
| S3 |
0.7405 |
0.7420 |
0.7465 |
|
| S4 |
0.7364 |
0.7380 |
0.7454 |
|
|
| 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 |
0.7471 |
0.0202 |
2.7% |
0.0053 |
0.7% |
3% |
False |
True |
3,804 |
| 10 |
0.7695 |
0.7471 |
0.0225 |
3.0% |
0.0050 |
0.7% |
2% |
False |
True |
2,436 |
| 20 |
0.7715 |
0.7471 |
0.0244 |
3.3% |
0.0051 |
0.7% |
2% |
False |
True |
1,385 |
| 40 |
0.7723 |
0.7448 |
0.0275 |
3.7% |
0.0059 |
0.8% |
10% |
False |
False |
802 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
30% |
False |
False |
581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7617 |
|
1.618 |
0.7577 |
|
1.000 |
0.7552 |
|
0.618 |
0.7536 |
|
HIGH |
0.7511 |
|
0.618 |
0.7496 |
|
0.500 |
0.7491 |
|
0.382 |
0.7486 |
|
LOW |
0.7471 |
|
0.618 |
0.7445 |
|
1.000 |
0.7430 |
|
1.618 |
0.7405 |
|
2.618 |
0.7364 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7491 |
0.7537 |
| PP |
0.7486 |
0.7517 |
| S1 |
0.7481 |
0.7496 |
|