CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 17-Jan-2017

Day Change Summary
	Previous	Current
	13-Jan-2017	17-Jan-2017	Change	Change %	Previous Week
Open	0.7611	0.7622	0.0011	0.1%	0.7556
High	0.7635	0.7686	0.0051	0.7%	0.7680
Low	0.7599	0.7586	-0.0013	-0.2%	0.7527
Close	0.7626	0.7666	0.0040	0.5%	0.7626
Range	0.0037	0.0100	0.0063	172.6%	0.0154
ATR	0.0057	0.0060	0.0003	5.3%	0.0000
Volume	58,044	90,042	31,998	55.1%	326,228

Daily Pivots for day following 17-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7905	0.7721
R3	0.7845	0.7805	0.7693
R2	0.7745	0.7745	0.7684
R1	0.7706	0.7706	0.7675	0.7726
PP	0.7646	0.7646	0.7646	0.7656
S1	0.7606	0.7606	0.7657	0.7626
S2	0.7546	0.7546	0.7648
S3	0.7447	0.7507	0.7639
S4	0.7347	0.7407	0.7611

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8071	0.8002	0.7710
R3	0.7918	0.7849	0.7668
R2	0.7764	0.7764	0.7654
R1	0.7695	0.7695	0.7640	0.7730
PP	0.7611	0.7611	0.7611	0.7628
S1	0.7542	0.7542	0.7612	0.7576
S2	0.7457	0.7457	0.7598
S3	0.7304	0.7388	0.7584
S4	0.7150	0.7235	0.7542

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7686	0.7527	0.0159	2.1%	0.0073	0.9%	88%	True	False	74,368
10	0.7686	0.7435	0.0250	3.3%	0.0067	0.9%	92%	True	False	67,625
20	0.7686	0.7361	0.0325	4.2%	0.0056	0.7%	94%	True	False	56,212
40	0.7686	0.7361	0.0325	4.2%	0.0055	0.7%	94%	True	False	32,949
60	0.7686	0.7361	0.0325	4.2%	0.0054	0.7%	94%	True	False	22,129
80	0.7700	0.7361	0.0340	4.4%	0.0056	0.7%	90%	False	False	16,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.7946
1.618	0.7846
1.000	0.7785
0.618	0.7747
HIGH	0.7686
0.618	0.7647
0.500	0.7636
0.382	0.7624
LOW	0.7586
0.618	0.7525
1.000	0.7487
1.618	0.7425
2.618	0.7326
4.250	0.7163

Fisher Pivots for day following 17-Jan-2017
Pivot	1 day	3 day
R1	0.7656	0.7656
PP	0.7646	0.7646
S1	0.7636	0.7636

Download as Excel Spreadsheet

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

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