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 |
|
|
|
| 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 |
|