CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7510 |
-0.0033 |
-0.4% |
0.7622 |
| High |
0.7550 |
0.7532 |
-0.0018 |
-0.2% |
0.7686 |
| Low |
0.7493 |
0.7473 |
-0.0020 |
-0.3% |
0.7473 |
| Close |
0.7512 |
0.7517 |
0.0005 |
0.1% |
0.7517 |
| Range |
0.0057 |
0.0059 |
0.0002 |
2.6% |
0.0213 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
75,461 |
77,305 |
1,844 |
2.4% |
363,133 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7658 |
0.7549 |
|
| R3 |
0.7624 |
0.7600 |
0.7533 |
|
| R2 |
0.7566 |
0.7566 |
0.7528 |
|
| R1 |
0.7541 |
0.7541 |
0.7522 |
0.7554 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7513 |
| S1 |
0.7483 |
0.7483 |
0.7512 |
0.7495 |
| S2 |
0.7449 |
0.7449 |
0.7506 |
|
| S3 |
0.7390 |
0.7424 |
0.7501 |
|
| S4 |
0.7332 |
0.7366 |
0.7485 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8196 |
0.8069 |
0.7634 |
|
| R3 |
0.7984 |
0.7857 |
0.7575 |
|
| R2 |
0.7771 |
0.7771 |
0.7556 |
|
| R1 |
0.7644 |
0.7644 |
0.7536 |
0.7601 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7537 |
| S1 |
0.7432 |
0.7432 |
0.7498 |
0.7389 |
| S2 |
0.7346 |
0.7346 |
0.7478 |
|
| S3 |
0.7134 |
0.7219 |
0.7459 |
|
| S4 |
0.6921 |
0.7007 |
0.7400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0077 |
1.0% |
21% |
False |
True |
84,235 |
| 10 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0071 |
0.9% |
21% |
False |
True |
75,719 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0062 |
0.8% |
48% |
False |
False |
62,438 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0057 |
0.8% |
48% |
False |
False |
39,738 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0055 |
0.7% |
48% |
False |
False |
26,656 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.5% |
0.0057 |
0.8% |
46% |
False |
False |
20,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7780 |
|
2.618 |
0.7685 |
|
1.618 |
0.7626 |
|
1.000 |
0.7590 |
|
0.618 |
0.7568 |
|
HIGH |
0.7532 |
|
0.618 |
0.7509 |
|
0.500 |
0.7502 |
|
0.382 |
0.7495 |
|
LOW |
0.7473 |
|
0.618 |
0.7437 |
|
1.000 |
0.7415 |
|
1.618 |
0.7378 |
|
2.618 |
0.7320 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7512 |
0.7573 |
| PP |
0.7507 |
0.7555 |
| S1 |
0.7502 |
0.7536 |
|