CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7511 |
0.7473 |
-0.0038 |
-0.5% |
0.7640 |
| High |
0.7511 |
0.7487 |
-0.0024 |
-0.3% |
0.7651 |
| Low |
0.7471 |
0.7451 |
-0.0020 |
-0.3% |
0.7451 |
| Close |
0.7476 |
0.7471 |
-0.0005 |
-0.1% |
0.7471 |
| Range |
0.0041 |
0.0036 |
-0.0005 |
-11.1% |
0.0200 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
8,678 |
6,270 |
-2,408 |
-27.7% |
24,632 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7578 |
0.7560 |
0.7491 |
|
| R3 |
0.7542 |
0.7524 |
0.7481 |
|
| R2 |
0.7506 |
0.7506 |
0.7478 |
|
| R1 |
0.7488 |
0.7488 |
0.7474 |
0.7479 |
| PP |
0.7470 |
0.7470 |
0.7470 |
0.7465 |
| S1 |
0.7452 |
0.7452 |
0.7468 |
0.7443 |
| S2 |
0.7434 |
0.7434 |
0.7464 |
|
| S3 |
0.7398 |
0.7416 |
0.7461 |
|
| S4 |
0.7362 |
0.7380 |
0.7451 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8123 |
0.7996 |
0.7581 |
|
| R3 |
0.7923 |
0.7797 |
0.7526 |
|
| R2 |
0.7724 |
0.7724 |
0.7508 |
|
| R1 |
0.7597 |
0.7597 |
0.7489 |
0.7561 |
| PP |
0.7524 |
0.7524 |
0.7524 |
0.7506 |
| S1 |
0.7398 |
0.7398 |
0.7453 |
0.7361 |
| S2 |
0.7325 |
0.7325 |
0.7434 |
|
| S3 |
0.7125 |
0.7198 |
0.7416 |
|
| S4 |
0.6926 |
0.6999 |
0.7361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7651 |
0.7451 |
0.0200 |
2.7% |
0.0051 |
0.7% |
10% |
False |
True |
4,926 |
| 10 |
0.7672 |
0.7451 |
0.0221 |
3.0% |
0.0050 |
0.7% |
9% |
False |
True |
3,039 |
| 20 |
0.7706 |
0.7451 |
0.0255 |
3.4% |
0.0051 |
0.7% |
8% |
False |
True |
1,681 |
| 40 |
0.7723 |
0.7451 |
0.0272 |
3.6% |
0.0057 |
0.8% |
7% |
False |
True |
956 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
28% |
False |
False |
684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7640 |
|
2.618 |
0.7581 |
|
1.618 |
0.7545 |
|
1.000 |
0.7523 |
|
0.618 |
0.7509 |
|
HIGH |
0.7487 |
|
0.618 |
0.7473 |
|
0.500 |
0.7469 |
|
0.382 |
0.7465 |
|
LOW |
0.7451 |
|
0.618 |
0.7429 |
|
1.000 |
0.7415 |
|
1.618 |
0.7393 |
|
2.618 |
0.7357 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7493 |
| PP |
0.7470 |
0.7486 |
| S1 |
0.7469 |
0.7478 |
|