CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 25-Jan-2017

Day Change Summary
	Previous	Current
	24-Jan-2017	25-Jan-2017	Change	Change %	Previous Week
Open	0.7564	0.7602	0.0039	0.5%	0.7622
High	0.7634	0.7660	0.0027	0.3%	0.7686
Low	0.7523	0.7601	0.0078	1.0%	0.7473
Close	0.7608	0.7649	0.0042	0.5%	0.7517
Range	0.0111	0.0060	-0.0051	-46.2%	0.0213
ATR	0.0068	0.0068	-0.0001	-0.9%	0.0000
Volume	82,086	71,102	-10,984	-13.4%	363,133

Daily Pivots for day following 25-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7792	0.7682
R3	0.7756	0.7732	0.7665
R2	0.7696	0.7696	0.7660
R1	0.7673	0.7673	0.7654	0.7684
PP	0.7637	0.7637	0.7637	0.7642
S1	0.7613	0.7613	0.7644	0.7625
S2	0.7577	0.7577	0.7638
S3	0.7518	0.7554	0.7633
S4	0.7458	0.7494	0.7616

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8196	0.8069	0.7634
R3	0.7984	0.7857	0.7575
R2	0.7771	0.7771	0.7556
R1	0.7644	0.7644	0.7536	0.7601
PP	0.7559	0.7559	0.7559	0.7537
S1	0.7432	0.7432	0.7498	0.7389
S2	0.7346	0.7346	0.7478
S3	0.7134	0.7219	0.7459
S4	0.6921	0.7007	0.7400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7660	0.7473	0.0187	2.4%	0.0070	0.9%	94%	True	False	75,659
10	0.7686	0.7473	0.0213	2.8%	0.0081	1.1%	83%	False	False	82,568
20	0.7686	0.7361	0.0325	4.2%	0.0066	0.9%	89%	False	False	66,711
40	0.7686	0.7361	0.0325	4.2%	0.0060	0.8%	89%	False	False	45,338
60	0.7686	0.7361	0.0325	4.2%	0.0057	0.7%	89%	False	False	30,395
80	0.7700	0.7361	0.0340	4.4%	0.0057	0.7%	85%	False	False	22,862
100	0.7803	0.7361	0.0442	5.8%	0.0058	0.8%	65%	False	False	18,318

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7913
2.618	0.7816
1.618	0.7756
1.000	0.7720
0.618	0.7697
HIGH	0.7660
0.618	0.7637
0.500	0.7630
0.382	0.7623
LOW	0.7601
0.618	0.7564
1.000	0.7541
1.618	0.7504
2.618	0.7445
4.250	0.7348

Fisher Pivots for day following 25-Jan-2017
Pivot	1 day	3 day
R1	0.7643	0.7627
PP	0.7637	0.7604
S1	0.7630	0.7582

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols