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 |
|
|
|
| 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 |
|