CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	0.7671	0.7668	-0.0003	0.0%	0.7507
High	0.7677	0.7707	0.0030	0.4%	0.7665
Low	0.7635	0.7665	0.0030	0.4%	0.7503
Close	0.7669	0.7678	0.0009	0.1%	0.7619
Range	0.0042	0.0042	0.0000	1.2%	0.0162
ATR	0.0064	0.0063	-0.0002	-2.5%	0.0000
Volume	58,924	53,818	-5,106	-8.7%	324,810

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7809	0.7785	0.7701
R3	0.7767	0.7743	0.7689
R2	0.7725	0.7725	0.7685
R1	0.7701	0.7701	0.7681	0.7713
PP	0.7683	0.7683	0.7683	0.7689
S1	0.7659	0.7659	0.7674	0.7671
S2	0.7641	0.7641	0.7670
S3	0.7599	0.7617	0.7666
S4	0.7557	0.7575	0.7654

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%	0.0053	0.7%	69%	False	False	57,418
10	0.7715	0.7473	0.0242	3.1%	0.0061	0.8%	85%	False	False	64,135
20	0.7715	0.7473	0.0242	3.1%	0.0066	0.9%	85%	False	False	69,695
40	0.7715	0.7361	0.0354	4.6%	0.0058	0.8%	90%	False	False	53,485
60	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	90%	False	False	36,006
80	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	90%	False	False	27,078
100	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	90%	False	False	21,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7885
2.618	0.7817
1.618	0.7775
1.000	0.7749
0.618	0.7733
HIGH	0.7707
0.618	0.7691
0.500	0.7686
0.382	0.7681
LOW	0.7665
0.618	0.7639
1.000	0.7623
1.618	0.7597
2.618	0.7555
4.250	0.7487

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	0.7686	0.7675
PP	0.7683	0.7672
S1	0.7680	0.7669

Download as Excel Spreadsheet

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

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