CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7629 |
0.7671 |
0.0043 |
0.6% |
0.7507 |
| High |
0.7715 |
0.7677 |
-0.0038 |
-0.5% |
0.7665 |
| Low |
0.7624 |
0.7635 |
0.0012 |
0.2% |
0.7503 |
| Close |
0.7683 |
0.7669 |
-0.0014 |
-0.2% |
0.7619 |
| Range |
0.0091 |
0.0042 |
-0.0049 |
-54.4% |
0.0162 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
80,974 |
58,924 |
-22,050 |
-27.2% |
324,810 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7785 |
0.7768 |
0.7691 |
|
| R3 |
0.7743 |
0.7727 |
0.7680 |
|
| R2 |
0.7702 |
0.7702 |
0.7676 |
|
| R1 |
0.7685 |
0.7685 |
0.7672 |
0.7673 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7654 |
| S1 |
0.7643 |
0.7643 |
0.7665 |
0.7631 |
| S2 |
0.7618 |
0.7618 |
0.7661 |
|
| S3 |
0.7577 |
0.7602 |
0.7657 |
|
| S4 |
0.7535 |
0.7560 |
0.7646 |
|
|
| 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% |
0.0054 |
0.7% |
61% |
False |
False |
56,940 |
| 10 |
0.7715 |
0.7473 |
0.0242 |
3.1% |
0.0062 |
0.8% |
81% |
False |
False |
66,300 |
| 20 |
0.7715 |
0.7436 |
0.0279 |
3.6% |
0.0069 |
0.9% |
83% |
False |
False |
70,511 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
87% |
False |
False |
52,190 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
87% |
False |
False |
35,123 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
87% |
False |
False |
26,408 |
| 100 |
0.7752 |
0.7361 |
0.0391 |
5.1% |
0.0058 |
0.8% |
79% |
False |
False |
21,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7853 |
|
2.618 |
0.7785 |
|
1.618 |
0.7744 |
|
1.000 |
0.7718 |
|
0.618 |
0.7702 |
|
HIGH |
0.7677 |
|
0.618 |
0.7661 |
|
0.500 |
0.7656 |
|
0.382 |
0.7651 |
|
LOW |
0.7635 |
|
0.618 |
0.7609 |
|
1.000 |
0.7593 |
|
1.618 |
0.7568 |
|
2.618 |
0.7526 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7664 |
| PP |
0.7660 |
0.7660 |
| S1 |
0.7656 |
0.7656 |
|