CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7562 |
0.7593 |
0.0031 |
0.4% |
0.7442 |
| High |
0.7627 |
0.7680 |
0.0053 |
0.7% |
0.7594 |
| Low |
0.7527 |
0.7591 |
0.0065 |
0.9% |
0.7435 |
| Close |
0.7598 |
0.7622 |
0.0025 |
0.3% |
0.7559 |
| Range |
0.0101 |
0.0089 |
-0.0012 |
-11.4% |
0.0159 |
| ATR |
0.0056 |
0.0059 |
0.0002 |
4.1% |
0.0000 |
| Volume |
100,885 |
78,094 |
-22,791 |
-22.6% |
259,986 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7898 |
0.7849 |
0.7671 |
|
| R3 |
0.7809 |
0.7760 |
0.7646 |
|
| R2 |
0.7720 |
0.7720 |
0.7638 |
|
| R1 |
0.7671 |
0.7671 |
0.7630 |
0.7696 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7643 |
| S1 |
0.7582 |
0.7582 |
0.7614 |
0.7607 |
| S2 |
0.7542 |
0.7542 |
0.7606 |
|
| S3 |
0.7453 |
0.7493 |
0.7598 |
|
| S4 |
0.7364 |
0.7404 |
0.7573 |
|
|
| 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 |
0.7680 |
0.7527 |
0.0154 |
2.0% |
0.0065 |
0.9% |
62% |
True |
False |
67,203 |
| 10 |
0.7680 |
0.7382 |
0.0298 |
3.9% |
0.0063 |
0.8% |
81% |
True |
False |
61,706 |
| 20 |
0.7680 |
0.7361 |
0.0320 |
4.2% |
0.0060 |
0.8% |
82% |
True |
False |
54,787 |
| 40 |
0.7680 |
0.7361 |
0.0320 |
4.2% |
0.0055 |
0.7% |
82% |
True |
False |
29,268 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0054 |
0.7% |
77% |
False |
False |
19,666 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0056 |
0.7% |
77% |
False |
False |
14,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8058 |
|
2.618 |
0.7913 |
|
1.618 |
0.7824 |
|
1.000 |
0.7769 |
|
0.618 |
0.7735 |
|
HIGH |
0.7680 |
|
0.618 |
0.7646 |
|
0.500 |
0.7636 |
|
0.382 |
0.7625 |
|
LOW |
0.7591 |
|
0.618 |
0.7536 |
|
1.000 |
0.7502 |
|
1.618 |
0.7447 |
|
2.618 |
0.7358 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7616 |
| PP |
0.7631 |
0.7610 |
| S1 |
0.7627 |
0.7603 |
|