CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7564 |
0.7602 |
0.0039 |
0.5% |
0.7622 |
| High |
0.7634 |
0.7660 |
0.0027 |
0.3% |
0.7686 |
| Low |
0.7523 |
0.7601 |
0.0078 |
1.0% |
0.7473 |
| Close |
0.7608 |
0.7649 |
0.0042 |
0.5% |
0.7517 |
| Range |
0.0111 |
0.0060 |
-0.0051 |
-46.2% |
0.0213 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
82,086 |
71,102 |
-10,984 |
-13.4% |
363,133 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7792 |
0.7682 |
|
| R3 |
0.7756 |
0.7732 |
0.7665 |
|
| R2 |
0.7696 |
0.7696 |
0.7660 |
|
| R1 |
0.7673 |
0.7673 |
0.7654 |
0.7684 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7642 |
| S1 |
0.7613 |
0.7613 |
0.7644 |
0.7625 |
| S2 |
0.7577 |
0.7577 |
0.7638 |
|
| S3 |
0.7518 |
0.7554 |
0.7633 |
|
| S4 |
0.7458 |
0.7494 |
0.7616 |
|
|
| 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 |
0.7660 |
0.7473 |
0.0187 |
2.4% |
0.0070 |
0.9% |
94% |
True |
False |
75,659 |
| 10 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0081 |
1.1% |
83% |
False |
False |
82,568 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.2% |
0.0066 |
0.9% |
89% |
False |
False |
66,711 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.2% |
0.0060 |
0.8% |
89% |
False |
False |
45,338 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.2% |
0.0057 |
0.7% |
89% |
False |
False |
30,395 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.4% |
0.0057 |
0.7% |
85% |
False |
False |
22,862 |
| 100 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0058 |
0.8% |
65% |
False |
False |
18,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7913 |
|
2.618 |
0.7816 |
|
1.618 |
0.7756 |
|
1.000 |
0.7720 |
|
0.618 |
0.7697 |
|
HIGH |
0.7660 |
|
0.618 |
0.7637 |
|
0.500 |
0.7630 |
|
0.382 |
0.7623 |
|
LOW |
0.7601 |
|
0.618 |
0.7564 |
|
1.000 |
0.7541 |
|
1.618 |
0.7504 |
|
2.618 |
0.7445 |
|
4.250 |
0.7348 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7627 |
| PP |
0.7637 |
0.7604 |
| S1 |
0.7630 |
0.7582 |
|