CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	0.7640	0.7616	-0.0024	-0.3%	0.7507
High	0.7645	0.7651	0.0006	0.1%	0.7665
Low	0.7606	0.7597	-0.0009	-0.1%	0.7503
Close	0.7619	0.7630	0.0012	0.2%	0.7619
Range	0.0039	0.0054	0.0015	38.5%	0.0162
ATR	0.0064	0.0063	-0.0001	-1.1%	0.0000
Volume	47,849	45,527	-2,322	-4.9%	324,810

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7788	0.7763	0.7660
R3	0.7734	0.7709	0.7645
R2	0.7680	0.7680	0.7640
R1	0.7655	0.7655	0.7635	0.7667
PP	0.7626	0.7626	0.7626	0.7632
S1	0.7601	0.7601	0.7625	0.7614
S2	0.7572	0.7572	0.7620
S3	0.7518	0.7547	0.7615
S4	0.7464	0.7493	0.7600

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8011	0.7707
R3	0.7918	0.7849	0.7663
R2	0.7757	0.7757	0.7648
R1	0.7688	0.7688	0.7633	0.7722
PP	0.7595	0.7595	0.7595	0.7613
S1	0.7526	0.7526	0.7604	0.7561
S2	0.7434	0.7434	0.7589
S3	0.7272	0.7365	0.7574
S4	0.7111	0.7203	0.7530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7665	0.7523	0.0142	1.9%	0.0062	0.8%	76%	False	False	59,598
10	0.7686	0.7473	0.0213	2.8%	0.0072	0.9%	74%	False	False	73,347
20	0.7686	0.7409	0.0277	3.6%	0.0067	0.9%	80%	False	False	68,319
40	0.7686	0.7361	0.0325	4.3%	0.0058	0.8%	83%	False	False	48,813
60	0.7686	0.7361	0.0325	4.3%	0.0058	0.8%	83%	False	False	32,797
80	0.7700	0.7361	0.0340	4.4%	0.0056	0.7%	79%	False	False	24,669
100	0.7803	0.7361	0.0442	5.8%	0.0057	0.7%	61%	False	False	19,763

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7880
2.618	0.7792
1.618	0.7738
1.000	0.7705
0.618	0.7684
HIGH	0.7651
0.618	0.7630
0.500	0.7624
0.382	0.7618
LOW	0.7597
0.618	0.7564
1.000	0.7543
1.618	0.7510
2.618	0.7456
4.250	0.7368

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	0.7628	0.7631
PP	0.7626	0.7631
S1	0.7624	0.7630

Download as Excel Spreadsheet

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

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