CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	0.7453	0.7522	0.0069	0.9%	0.7405
High	0.7536	0.7587	0.0052	0.7%	0.7469
Low	0.7436	0.7517	0.0081	1.1%	0.7361
Close	0.7517	0.7559	0.0042	0.6%	0.7442
Range	0.0100	0.0070	-0.0030	-29.6%	0.0108
ATR	0.0054	0.0055	0.0001	2.2%	0.0000
Volume	70,131	72,667	2,536	3.6%	159,356

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7731	0.7597
R3	0.7694	0.7661	0.7578
R2	0.7624	0.7624	0.7571
R1	0.7591	0.7591	0.7565	0.7608
PP	0.7554	0.7554	0.7554	0.7562
S1	0.7521	0.7521	0.7552	0.7538
S2	0.7484	0.7484	0.7546
S3	0.7414	0.7451	0.7539
S4	0.7344	0.7381	0.7520

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	0.7587	0.7382	0.0205	2.7%	0.0061	0.8%	86%	True	False	56,208
10	0.7587	0.7361	0.0227	3.0%	0.0053	0.7%	87%	True	False	49,157
20	0.7655	0.7361	0.0295	3.9%	0.0052	0.7%	67%	False	False	40,813
40	0.7655	0.7361	0.0295	3.9%	0.0056	0.7%	67%	False	False	20,969
60	0.7700	0.7361	0.0340	4.5%	0.0053	0.7%	58%	False	False	14,082
80	0.7700	0.7361	0.0340	4.5%	0.0055	0.7%	58%	False	False	10,600

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7885
2.618	0.7770
1.618	0.7700
1.000	0.7657
0.618	0.7630
HIGH	0.7587
0.618	0.7560
0.500	0.7552
0.382	0.7544
LOW	0.7517
0.618	0.7474
1.000	0.7447
1.618	0.7404
2.618	0.7334
4.250	0.7219

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	0.7556	0.7543
PP	0.7554	0.7527
S1	0.7552	0.7511

Download as Excel Spreadsheet

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

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