CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7647 |
0.7585 |
-0.0062 |
-0.8% |
0.7616 |
| High |
0.7652 |
0.7616 |
-0.0036 |
-0.5% |
0.7715 |
| Low |
0.7570 |
0.7578 |
0.0008 |
0.1% |
0.7597 |
| Close |
0.7600 |
0.7604 |
0.0003 |
0.0% |
0.7682 |
| Range |
0.0082 |
0.0038 |
-0.0044 |
-54.0% |
0.0117 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
52,838 |
41,320 |
-11,518 |
-21.8% |
288,046 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7695 |
0.7624 |
|
| R3 |
0.7674 |
0.7658 |
0.7614 |
|
| R2 |
0.7637 |
0.7637 |
0.7610 |
|
| R1 |
0.7620 |
0.7620 |
0.7607 |
0.7628 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7603 |
| S1 |
0.7583 |
0.7583 |
0.7600 |
0.7591 |
| S2 |
0.7562 |
0.7562 |
0.7597 |
|
| S3 |
0.7524 |
0.7545 |
0.7593 |
|
| S4 |
0.7487 |
0.7508 |
0.7583 |
|
|
| 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% |
0.0058 |
0.8% |
24% |
False |
False |
51,044 |
| 10 |
0.7715 |
0.7570 |
0.0145 |
1.9% |
0.0056 |
0.7% |
23% |
False |
False |
53,992 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0069 |
0.9% |
54% |
False |
False |
68,280 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0061 |
0.8% |
69% |
False |
False |
58,150 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0058 |
0.8% |
69% |
False |
False |
39,307 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0057 |
0.7% |
69% |
False |
False |
29,590 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0057 |
0.8% |
69% |
False |
False |
23,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7775 |
|
2.618 |
0.7714 |
|
1.618 |
0.7676 |
|
1.000 |
0.7653 |
|
0.618 |
0.7639 |
|
HIGH |
0.7616 |
|
0.618 |
0.7601 |
|
0.500 |
0.7597 |
|
0.382 |
0.7592 |
|
LOW |
0.7578 |
|
0.618 |
0.7555 |
|
1.000 |
0.7541 |
|
1.618 |
0.7517 |
|
2.618 |
0.7480 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7601 |
0.7630 |
| PP |
0.7599 |
0.7621 |
| S1 |
0.7597 |
0.7612 |
|