CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7468 |
-0.0013 |
-0.2% |
0.7640 |
| High |
0.7487 |
0.7481 |
-0.0006 |
-0.1% |
0.7651 |
| Low |
0.7458 |
0.7453 |
-0.0006 |
-0.1% |
0.7451 |
| Close |
0.7465 |
0.7461 |
-0.0004 |
0.0% |
0.7471 |
| Range |
0.0029 |
0.0029 |
-0.0001 |
-1.7% |
0.0200 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
7,075 |
19,051 |
11,976 |
169.3% |
24,632 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7534 |
0.7477 |
|
| R3 |
0.7522 |
0.7506 |
0.7469 |
|
| R2 |
0.7493 |
0.7493 |
0.7466 |
|
| R1 |
0.7477 |
0.7477 |
0.7464 |
0.7471 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7462 |
| S1 |
0.7449 |
0.7449 |
0.7458 |
0.7443 |
| S2 |
0.7436 |
0.7436 |
0.7456 |
|
| S3 |
0.7408 |
0.7420 |
0.7453 |
|
| S4 |
0.7379 |
0.7392 |
0.7445 |
|
|
| 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 |
0.7535 |
0.7451 |
0.0084 |
1.1% |
0.0035 |
0.5% |
12% |
False |
False |
8,822 |
| 10 |
0.7672 |
0.7451 |
0.0221 |
3.0% |
0.0047 |
0.6% |
5% |
False |
False |
5,585 |
| 20 |
0.7695 |
0.7451 |
0.0244 |
3.3% |
0.0047 |
0.6% |
4% |
False |
False |
2,963 |
| 40 |
0.7723 |
0.7451 |
0.0272 |
3.6% |
0.0056 |
0.7% |
4% |
False |
False |
1,600 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0053 |
0.7% |
26% |
False |
False |
1,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7602 |
|
2.618 |
0.7556 |
|
1.618 |
0.7527 |
|
1.000 |
0.7510 |
|
0.618 |
0.7499 |
|
HIGH |
0.7481 |
|
0.618 |
0.7470 |
|
0.500 |
0.7467 |
|
0.382 |
0.7463 |
|
LOW |
0.7453 |
|
0.618 |
0.7435 |
|
1.000 |
0.7424 |
|
1.618 |
0.7406 |
|
2.618 |
0.7378 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7467 |
0.7469 |
| PP |
0.7465 |
0.7466 |
| S1 |
0.7463 |
0.7464 |
|