CME Canadian Dollar Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7468 |
0.7464 |
-0.0004 |
-0.1% |
0.7640 |
| High |
0.7481 |
0.7474 |
-0.0008 |
-0.1% |
0.7651 |
| Low |
0.7453 |
0.7416 |
-0.0037 |
-0.5% |
0.7451 |
| Close |
0.7461 |
0.7421 |
-0.0040 |
-0.5% |
0.7471 |
| Range |
0.0029 |
0.0058 |
0.0029 |
101.8% |
0.0200 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
19,051 |
54,604 |
35,553 |
186.6% |
24,632 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7609 |
0.7573 |
0.7453 |
|
| R3 |
0.7552 |
0.7515 |
0.7437 |
|
| R2 |
0.7494 |
0.7494 |
0.7432 |
|
| R1 |
0.7458 |
0.7458 |
0.7426 |
0.7447 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7432 |
| S1 |
0.7400 |
0.7400 |
0.7416 |
0.7390 |
| S2 |
0.7379 |
0.7379 |
0.7410 |
|
| S3 |
0.7322 |
0.7343 |
0.7405 |
|
| S4 |
0.7264 |
0.7285 |
0.7389 |
|
|
| 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 |
0.7511 |
0.7416 |
0.0095 |
1.3% |
0.0038 |
0.5% |
5% |
False |
True |
19,135 |
| 10 |
0.7672 |
0.7416 |
0.0256 |
3.4% |
0.0046 |
0.6% |
2% |
False |
True |
10,962 |
| 20 |
0.7695 |
0.7416 |
0.0279 |
3.8% |
0.0046 |
0.6% |
2% |
False |
True |
5,676 |
| 40 |
0.7723 |
0.7416 |
0.0307 |
4.1% |
0.0056 |
0.8% |
2% |
False |
True |
2,960 |
| 60 |
0.7723 |
0.7371 |
0.0352 |
4.7% |
0.0054 |
0.7% |
14% |
False |
False |
2,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7718 |
|
2.618 |
0.7624 |
|
1.618 |
0.7567 |
|
1.000 |
0.7531 |
|
0.618 |
0.7509 |
|
HIGH |
0.7474 |
|
0.618 |
0.7452 |
|
0.500 |
0.7445 |
|
0.382 |
0.7438 |
|
LOW |
0.7416 |
|
0.618 |
0.7380 |
|
1.000 |
0.7359 |
|
1.618 |
0.7323 |
|
2.618 |
0.7265 |
|
4.250 |
0.7172 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7445 |
0.7452 |
| PP |
0.7437 |
0.7441 |
| S1 |
0.7429 |
0.7431 |
|