CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7569 |
0.7562 |
-0.0007 |
-0.1% |
0.7442 |
| High |
0.7585 |
0.7627 |
0.0042 |
0.6% |
0.7594 |
| Low |
0.7548 |
0.7527 |
-0.0021 |
-0.3% |
0.7435 |
| Close |
0.7564 |
0.7598 |
0.0034 |
0.4% |
0.7559 |
| Range |
0.0038 |
0.0101 |
0.0063 |
168.0% |
0.0159 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
6.4% |
0.0000 |
| Volume |
44,776 |
100,885 |
56,109 |
125.3% |
259,986 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7842 |
0.7653 |
|
| R3 |
0.7785 |
0.7741 |
0.7625 |
|
| R2 |
0.7684 |
0.7684 |
0.7616 |
|
| R1 |
0.7641 |
0.7641 |
0.7607 |
0.7663 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7595 |
| S1 |
0.7540 |
0.7540 |
0.7588 |
0.7562 |
| S2 |
0.7483 |
0.7483 |
0.7579 |
|
| S3 |
0.7383 |
0.7440 |
0.7570 |
|
| S4 |
0.7282 |
0.7339 |
0.7542 |
|
|
| 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 |
0.7627 |
0.7517 |
0.0110 |
1.4% |
0.0061 |
0.8% |
73% |
True |
False |
66,118 |
| 10 |
0.7627 |
0.7361 |
0.0267 |
3.5% |
0.0058 |
0.8% |
89% |
True |
False |
58,289 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0056 |
0.7% |
80% |
False |
False |
52,192 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
3.9% |
0.0053 |
0.7% |
80% |
False |
False |
27,323 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0053 |
0.7% |
70% |
False |
False |
18,367 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0055 |
0.7% |
70% |
False |
False |
13,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8054 |
|
2.618 |
0.7890 |
|
1.618 |
0.7790 |
|
1.000 |
0.7728 |
|
0.618 |
0.7689 |
|
HIGH |
0.7627 |
|
0.618 |
0.7589 |
|
0.500 |
0.7577 |
|
0.382 |
0.7565 |
|
LOW |
0.7527 |
|
0.618 |
0.7464 |
|
1.000 |
0.7426 |
|
1.618 |
0.7364 |
|
2.618 |
0.7263 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7591 |
| PP |
0.7584 |
0.7584 |
| S1 |
0.7577 |
0.7577 |
|