CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	0.7507	0.7564	0.0057	0.8%	0.7622
High	0.7568	0.7634	0.0066	0.9%	0.7686
Low	0.7503	0.7523	0.0020	0.3%	0.7473
Close	0.7552	0.7608	0.0056	0.7%	0.7517
Range	0.0065	0.0111	0.0046	70.0%	0.0213
ATR	0.0065	0.0068	0.0003	5.0%	0.0000
Volume	72,343	82,086	9,743	13.5%	363,133

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7874	0.7668
R3	0.7809	0.7764	0.7638
R2	0.7699	0.7699	0.7628
R1	0.7653	0.7653	0.7618	0.7676
PP	0.7588	0.7588	0.7588	0.7599
S1	0.7543	0.7543	0.7597	0.7565
S2	0.7478	0.7478	0.7587
S3	0.7367	0.7432	0.7577
S4	0.7257	0.7322	0.7547

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	0.7674	0.7473	0.0201	2.6%	0.0085	1.1%	67%	False	False	85,504
10	0.7686	0.7473	0.0213	2.8%	0.0079	1.0%	63%	False	False	79,936
20	0.7686	0.7361	0.0325	4.3%	0.0066	0.9%	76%	False	False	65,360
40	0.7686	0.7361	0.0325	4.3%	0.0059	0.8%	76%	False	False	43,579
60	0.7686	0.7361	0.0325	4.3%	0.0057	0.7%	76%	False	False	29,220
80	0.7700	0.7361	0.0340	4.5%	0.0057	0.7%	73%	False	False	21,975
100	0.7803	0.7361	0.0442	5.8%	0.0057	0.8%	56%	False	False	17,607

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8103
2.618	0.7923
1.618	0.7812
1.000	0.7744
0.618	0.7702
HIGH	0.7634
0.618	0.7591
0.500	0.7578
0.382	0.7565
LOW	0.7523
0.618	0.7455
1.000	0.7413
1.618	0.7344
2.618	0.7234
4.250	0.7053

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	0.7598	0.7589
PP	0.7588	0.7571
S1	0.7578	0.7553

Download as Excel Spreadsheet

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

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