CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7565 |
0.0044 |
0.6% |
0.7442 |
| High |
0.7587 |
0.7594 |
0.0007 |
0.1% |
0.7594 |
| Low |
0.7517 |
0.7542 |
0.0025 |
0.3% |
0.7435 |
| Close |
0.7559 |
0.7559 |
0.0000 |
0.0% |
0.7559 |
| Range |
0.0070 |
0.0052 |
-0.0018 |
-25.7% |
0.0159 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
72,667 |
67,833 |
-4,834 |
-6.7% |
259,986 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7692 |
0.7587 |
|
| R3 |
0.7669 |
0.7640 |
0.7573 |
|
| R2 |
0.7617 |
0.7617 |
0.7568 |
|
| R1 |
0.7588 |
0.7588 |
0.7563 |
0.7576 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7559 |
| S1 |
0.7536 |
0.7536 |
0.7554 |
0.7524 |
| S2 |
0.7513 |
0.7513 |
0.7549 |
|
| S3 |
0.7461 |
0.7484 |
0.7544 |
|
| S4 |
0.7409 |
0.7432 |
0.7530 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7941 |
0.7646 |
|
| R3 |
0.7847 |
0.7782 |
0.7602 |
|
| R2 |
0.7688 |
0.7688 |
0.7588 |
|
| R1 |
0.7623 |
0.7623 |
0.7573 |
0.7656 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7545 |
| S1 |
0.7464 |
0.7464 |
0.7544 |
0.7497 |
| S2 |
0.7370 |
0.7370 |
0.7529 |
|
| S3 |
0.7211 |
0.7305 |
0.7515 |
|
| S4 |
0.7052 |
0.7146 |
0.7471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7594 |
0.7409 |
0.0185 |
2.4% |
0.0063 |
0.8% |
81% |
True |
False |
61,339 |
| 10 |
0.7594 |
0.7361 |
0.0234 |
3.1% |
0.0054 |
0.7% |
85% |
True |
False |
51,765 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0052 |
0.7% |
67% |
False |
False |
44,062 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0055 |
0.7% |
67% |
False |
False |
22,656 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0053 |
0.7% |
58% |
False |
False |
15,209 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0055 |
0.7% |
58% |
False |
False |
11,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7815 |
|
2.618 |
0.7730 |
|
1.618 |
0.7678 |
|
1.000 |
0.7646 |
|
0.618 |
0.7626 |
|
HIGH |
0.7594 |
|
0.618 |
0.7574 |
|
0.500 |
0.7568 |
|
0.382 |
0.7562 |
|
LOW |
0.7542 |
|
0.618 |
0.7510 |
|
1.000 |
0.7490 |
|
1.618 |
0.7458 |
|
2.618 |
0.7406 |
|
4.250 |
0.7321 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7544 |
| PP |
0.7565 |
0.7530 |
| S1 |
0.7562 |
0.7515 |
|