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

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

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

Download as Excel Spreadsheet

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

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