CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7679 |
0.0011 |
0.1% |
0.7616 |
| High |
0.7707 |
0.7700 |
-0.0008 |
-0.1% |
0.7715 |
| Low |
0.7665 |
0.7646 |
-0.0019 |
-0.2% |
0.7597 |
| Close |
0.7678 |
0.7682 |
0.0004 |
0.1% |
0.7682 |
| Range |
0.0042 |
0.0054 |
0.0012 |
27.4% |
0.0117 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
53,818 |
48,803 |
-5,015 |
-9.3% |
288,046 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7812 |
0.7711 |
|
| R3 |
0.7783 |
0.7759 |
0.7696 |
|
| R2 |
0.7729 |
0.7729 |
0.7691 |
|
| R1 |
0.7705 |
0.7705 |
0.7686 |
0.7717 |
| PP |
0.7676 |
0.7676 |
0.7676 |
0.7682 |
| S1 |
0.7652 |
0.7652 |
0.7677 |
0.7664 |
| S2 |
0.7622 |
0.7622 |
0.7672 |
|
| S3 |
0.7569 |
0.7598 |
0.7667 |
|
| S4 |
0.7515 |
0.7545 |
0.7652 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7967 |
0.7746 |
|
| R3 |
0.7899 |
0.7849 |
0.7714 |
|
| R2 |
0.7782 |
0.7782 |
0.7703 |
|
| R1 |
0.7732 |
0.7732 |
0.7692 |
0.7757 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7677 |
| S1 |
0.7614 |
0.7614 |
0.7671 |
0.7639 |
| S2 |
0.7547 |
0.7547 |
0.7660 |
|
| S3 |
0.7429 |
0.7497 |
0.7649 |
|
| S4 |
0.7312 |
0.7379 |
0.7617 |
|
|
| 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% |
0.0056 |
0.7% |
72% |
False |
False |
57,609 |
| 10 |
0.7715 |
0.7503 |
0.0212 |
2.8% |
0.0060 |
0.8% |
84% |
False |
False |
61,285 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.1% |
0.0066 |
0.9% |
86% |
False |
False |
68,502 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
91% |
False |
False |
54,657 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0059 |
0.8% |
91% |
False |
False |
36,813 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0056 |
0.7% |
91% |
False |
False |
27,687 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
91% |
False |
False |
22,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7840 |
|
1.618 |
0.7786 |
|
1.000 |
0.7753 |
|
0.618 |
0.7733 |
|
HIGH |
0.7700 |
|
0.618 |
0.7679 |
|
0.500 |
0.7673 |
|
0.382 |
0.7666 |
|
LOW |
0.7646 |
|
0.618 |
0.7613 |
|
1.000 |
0.7593 |
|
1.618 |
0.7559 |
|
2.618 |
0.7506 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7679 |
0.7678 |
| PP |
0.7676 |
0.7675 |
| S1 |
0.7673 |
0.7671 |
|