CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 09-Feb-2017

Day Change Summary
	Previous	Current
	08-Feb-2017	09-Feb-2017	Change	Change %	Previous Week
Open	0.7585	0.7610	0.0025	0.3%	0.7616
High	0.7616	0.7639	0.0024	0.3%	0.7715
Low	0.7578	0.7596	0.0018	0.2%	0.7597
Close	0.7604	0.7614	0.0011	0.1%	0.7682
Range	0.0038	0.0044	0.0006	16.0%	0.0117
ATR	0.0062	0.0061	-0.0001	-2.2%	0.0000
Volume	41,320	50,945	9,625	23.3%	288,046

Daily Pivots for day following 09-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7724	0.7638
R3	0.7703	0.7680	0.7626
R2	0.7660	0.7660	0.7622
R1	0.7637	0.7637	0.7618	0.7648
PP	0.7616	0.7616	0.7616	0.7622
S1	0.7593	0.7593	0.7610	0.7605
S2	0.7573	0.7573	0.7606
S3	0.7529	0.7550	0.7602
S4	0.7486	0.7506	0.7590

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	0.7700	0.7570	0.0130	1.7%	0.0058	0.8%	34%	False	False	50,469
10	0.7715	0.7570	0.0145	1.9%	0.0056	0.7%	30%	False	False	53,944
20	0.7715	0.7473	0.0242	3.2%	0.0066	0.9%	58%	False	False	65,783
40	0.7715	0.7361	0.0354	4.6%	0.0061	0.8%	72%	False	False	58,987
60	0.7715	0.7361	0.0354	4.6%	0.0058	0.8%	72%	False	False	40,143
80	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	72%	False	False	30,221
100	0.7715	0.7361	0.0354	4.6%	0.0057	0.8%	72%	False	False	24,210

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7824
2.618	0.7753
1.618	0.7709
1.000	0.7683
0.618	0.7666
HIGH	0.7639
0.618	0.7622
0.500	0.7617
0.382	0.7612
LOW	0.7596
0.618	0.7569
1.000	0.7552
1.618	0.7525
2.618	0.7482
4.250	0.7411

Fisher Pivots for day following 09-Feb-2017
Pivot	1 day	3 day
R1	0.7617	0.7613
PP	0.7616	0.7612
S1	0.7615	0.7611

Download as Excel Spreadsheet

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

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