CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	0.7616	0.7629	0.0013	0.2%	0.7507
High	0.7651	0.7715	0.0064	0.8%	0.7665
Low	0.7597	0.7624	0.0026	0.3%	0.7503
Close	0.7630	0.7683	0.0053	0.7%	0.7619
Range	0.0054	0.0091	0.0037	68.5%	0.0162
ATR	0.0063	0.0065	0.0002	3.1%	0.0000
Volume	45,527	80,974	35,447	77.9%	324,810

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7906	0.7733
R3	0.7856	0.7815	0.7708
R2	0.7765	0.7765	0.7699
R1	0.7724	0.7724	0.7691	0.7744
PP	0.7674	0.7674	0.7674	0.7684
S1	0.7633	0.7633	0.7674	0.7653
S2	0.7583	0.7583	0.7666
S3	0.7492	0.7542	0.7657
S4	0.7401	0.7451	0.7632

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	0.7715	0.7597	0.0117	1.5%	0.0058	0.8%	73%	True	False	59,376
10	0.7715	0.7473	0.0242	3.1%	0.0071	0.9%	87%	True	False	72,440
20	0.7715	0.7435	0.0279	3.6%	0.0069	0.9%	89%	True	False	70,032
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	91%	True	False	50,766
60	0.7715	0.7361	0.0354	4.6%	0.0058	0.8%	91%	True	False	34,143
80	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	91%	True	False	25,673
100	0.7787	0.7361	0.0426	5.5%	0.0058	0.7%	76%	False	False	20,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8101
2.618	0.7953
1.618	0.7862
1.000	0.7806
0.618	0.7771
HIGH	0.7715
0.618	0.7680
0.500	0.7669
0.382	0.7658
LOW	0.7624
0.618	0.7567
1.000	0.7533
1.618	0.7476
2.618	0.7385
4.250	0.7237

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	0.7678	0.7674
PP	0.7674	0.7665
S1	0.7669	0.7656

Download as Excel Spreadsheet

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

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