CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7681 |
0.7647 |
-0.0033 |
-0.4% |
0.7616 |
| High |
0.7690 |
0.7652 |
-0.0039 |
-0.5% |
0.7715 |
| Low |
0.7615 |
0.7570 |
-0.0045 |
-0.6% |
0.7597 |
| Close |
0.7642 |
0.7600 |
-0.0042 |
-0.5% |
0.7682 |
| Range |
0.0075 |
0.0082 |
0.0007 |
8.7% |
0.0117 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
| Volume |
58,443 |
52,838 |
-5,605 |
-9.6% |
288,046 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7807 |
0.7645 |
|
| R3 |
0.7770 |
0.7726 |
0.7622 |
|
| R2 |
0.7689 |
0.7689 |
0.7615 |
|
| R1 |
0.7644 |
0.7644 |
0.7607 |
0.7626 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7598 |
| S1 |
0.7563 |
0.7563 |
0.7593 |
0.7544 |
| S2 |
0.7526 |
0.7526 |
0.7585 |
|
| S3 |
0.7444 |
0.7481 |
0.7578 |
|
| S4 |
0.7363 |
0.7400 |
0.7555 |
|
|
| 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 |
0.7707 |
0.7570 |
0.0137 |
1.8% |
0.0059 |
0.8% |
22% |
False |
True |
54,565 |
| 10 |
0.7715 |
0.7570 |
0.0145 |
1.9% |
0.0058 |
0.8% |
21% |
False |
True |
56,970 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0069 |
0.9% |
53% |
False |
False |
68,453 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0061 |
0.8% |
68% |
False |
False |
57,273 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0058 |
0.8% |
68% |
False |
False |
38,629 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0057 |
0.8% |
68% |
False |
False |
29,074 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0058 |
0.8% |
68% |
False |
False |
23,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7998 |
|
2.618 |
0.7865 |
|
1.618 |
0.7783 |
|
1.000 |
0.7733 |
|
0.618 |
0.7702 |
|
HIGH |
0.7652 |
|
0.618 |
0.7620 |
|
0.500 |
0.7611 |
|
0.382 |
0.7601 |
|
LOW |
0.7570 |
|
0.618 |
0.7520 |
|
1.000 |
0.7488 |
|
1.618 |
0.7438 |
|
2.618 |
0.7357 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7635 |
| PP |
0.7607 |
0.7623 |
| S1 |
0.7604 |
0.7612 |
|