CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7653 |
0.0051 |
0.7% |
0.7622 |
| High |
0.7660 |
0.7665 |
0.0005 |
0.1% |
0.7686 |
| Low |
0.7601 |
0.7620 |
0.0019 |
0.2% |
0.7473 |
| Close |
0.7649 |
0.7643 |
-0.0007 |
-0.1% |
0.7517 |
| Range |
0.0060 |
0.0045 |
-0.0015 |
-24.4% |
0.0213 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
71,102 |
51,430 |
-19,672 |
-27.7% |
363,133 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7777 |
0.7755 |
0.7667 |
|
| R3 |
0.7732 |
0.7710 |
0.7655 |
|
| R2 |
0.7687 |
0.7687 |
0.7651 |
|
| R1 |
0.7665 |
0.7665 |
0.7647 |
0.7654 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7637 |
| S1 |
0.7620 |
0.7620 |
0.7638 |
0.7609 |
| S2 |
0.7597 |
0.7597 |
0.7634 |
|
| S3 |
0.7552 |
0.7575 |
0.7630 |
|
| S4 |
0.7507 |
0.7530 |
0.7618 |
|
|
| 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 |
0.7665 |
0.7473 |
0.0192 |
2.5% |
0.0068 |
0.9% |
89% |
True |
False |
70,853 |
| 10 |
0.7686 |
0.7473 |
0.0213 |
2.8% |
0.0076 |
1.0% |
80% |
False |
False |
77,623 |
| 20 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0067 |
0.9% |
87% |
False |
False |
67,956 |
| 40 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0059 |
0.8% |
87% |
False |
False |
46,587 |
| 60 |
0.7686 |
0.7361 |
0.0325 |
4.3% |
0.0057 |
0.7% |
87% |
False |
False |
31,246 |
| 80 |
0.7700 |
0.7361 |
0.0340 |
4.4% |
0.0056 |
0.7% |
83% |
False |
False |
23,504 |
| 100 |
0.7803 |
0.7361 |
0.0442 |
5.8% |
0.0058 |
0.8% |
64% |
False |
False |
18,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7856 |
|
2.618 |
0.7782 |
|
1.618 |
0.7737 |
|
1.000 |
0.7709 |
|
0.618 |
0.7692 |
|
HIGH |
0.7665 |
|
0.618 |
0.7647 |
|
0.500 |
0.7642 |
|
0.382 |
0.7637 |
|
LOW |
0.7620 |
|
0.618 |
0.7592 |
|
1.000 |
0.7575 |
|
1.618 |
0.7547 |
|
2.618 |
0.7502 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7626 |
| PP |
0.7642 |
0.7610 |
| S1 |
0.7642 |
0.7594 |
|