CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7442 |
0.0031 |
0.4% |
0.7405 |
| High |
0.7469 |
0.7470 |
0.0001 |
0.0% |
0.7469 |
| Low |
0.7409 |
0.7435 |
0.0026 |
0.4% |
0.7361 |
| Close |
0.7442 |
0.7453 |
0.0011 |
0.1% |
0.7442 |
| Range |
0.0060 |
0.0034 |
-0.0025 |
-42.0% |
0.0108 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
46,713 |
49,355 |
2,642 |
5.7% |
159,356 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7539 |
0.7471 |
|
| R3 |
0.7521 |
0.7504 |
0.7462 |
|
| R2 |
0.7487 |
0.7487 |
0.7459 |
|
| R1 |
0.7470 |
0.7470 |
0.7456 |
0.7478 |
| PP |
0.7452 |
0.7452 |
0.7452 |
0.7457 |
| S1 |
0.7435 |
0.7435 |
0.7449 |
0.7444 |
| S2 |
0.7418 |
0.7418 |
0.7446 |
|
| S3 |
0.7383 |
0.7401 |
0.7443 |
|
| S4 |
0.7349 |
0.7366 |
0.7434 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7703 |
0.7501 |
|
| R3 |
0.7640 |
0.7595 |
0.7471 |
|
| R2 |
0.7532 |
0.7532 |
0.7461 |
|
| R1 |
0.7487 |
0.7487 |
0.7451 |
0.7509 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7435 |
| S1 |
0.7379 |
0.7379 |
0.7432 |
0.7401 |
| S2 |
0.7316 |
0.7316 |
0.7422 |
|
| S3 |
0.7208 |
0.7271 |
0.7412 |
|
| S4 |
0.7100 |
0.7163 |
0.7382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7470 |
0.7361 |
0.0109 |
1.5% |
0.0041 |
0.6% |
84% |
True |
False |
41,742 |
| 10 |
0.7518 |
0.7361 |
0.0158 |
2.1% |
0.0046 |
0.6% |
58% |
False |
False |
43,282 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0048 |
0.6% |
31% |
False |
False |
33,870 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0053 |
0.7% |
31% |
False |
False |
17,429 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.6% |
0.0053 |
0.7% |
27% |
False |
False |
11,707 |
| 80 |
0.7752 |
0.7361 |
0.0391 |
5.2% |
0.0055 |
0.7% |
24% |
False |
False |
8,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7616 |
|
2.618 |
0.7560 |
|
1.618 |
0.7525 |
|
1.000 |
0.7504 |
|
0.618 |
0.7491 |
|
HIGH |
0.7470 |
|
0.618 |
0.7456 |
|
0.500 |
0.7452 |
|
0.382 |
0.7448 |
|
LOW |
0.7435 |
|
0.618 |
0.7414 |
|
1.000 |
0.7401 |
|
1.618 |
0.7379 |
|
2.618 |
0.7345 |
|
4.250 |
0.7288 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7444 |
| PP |
0.7452 |
0.7435 |
| S1 |
0.7452 |
0.7426 |
|