CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7612 |
0.0003 |
0.0% |
0.7681 |
| High |
0.7639 |
0.7658 |
0.0019 |
0.2% |
0.7690 |
| Low |
0.7596 |
0.7602 |
0.0006 |
0.1% |
0.7570 |
| Close |
0.7614 |
0.7642 |
0.0028 |
0.4% |
0.7642 |
| Range |
0.0044 |
0.0056 |
0.0013 |
28.7% |
0.0120 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
50,945 |
58,256 |
7,311 |
14.4% |
261,802 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7778 |
0.7672 |
|
| R3 |
0.7746 |
0.7722 |
0.7657 |
|
| R2 |
0.7690 |
0.7690 |
0.7652 |
|
| R1 |
0.7666 |
0.7666 |
0.7647 |
0.7678 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7640 |
| S1 |
0.7610 |
0.7610 |
0.7636 |
0.7622 |
| S2 |
0.7578 |
0.7578 |
0.7631 |
|
| S3 |
0.7522 |
0.7554 |
0.7626 |
|
| S4 |
0.7466 |
0.7498 |
0.7611 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7994 |
0.7938 |
0.7708 |
|
| R3 |
0.7874 |
0.7818 |
0.7675 |
|
| R2 |
0.7754 |
0.7754 |
0.7664 |
|
| R1 |
0.7698 |
0.7698 |
0.7653 |
0.7666 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7618 |
| S1 |
0.7578 |
0.7578 |
0.7631 |
0.7546 |
| S2 |
0.7514 |
0.7514 |
0.7620 |
|
| S3 |
0.7394 |
0.7458 |
0.7609 |
|
| S4 |
0.7274 |
0.7338 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7690 |
0.7570 |
0.0120 |
1.6% |
0.0059 |
0.8% |
60% |
False |
False |
52,360 |
| 10 |
0.7715 |
0.7570 |
0.0145 |
1.9% |
0.0058 |
0.8% |
49% |
False |
False |
54,984 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0064 |
0.8% |
70% |
False |
False |
64,791 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0062 |
0.8% |
79% |
False |
False |
59,789 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
79% |
False |
False |
41,109 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
79% |
False |
False |
30,947 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.8% |
79% |
False |
False |
24,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7804 |
|
1.618 |
0.7748 |
|
1.000 |
0.7714 |
|
0.618 |
0.7692 |
|
HIGH |
0.7658 |
|
0.618 |
0.7636 |
|
0.500 |
0.7630 |
|
0.382 |
0.7623 |
|
LOW |
0.7602 |
|
0.618 |
0.7567 |
|
1.000 |
0.7546 |
|
1.618 |
0.7511 |
|
2.618 |
0.7455 |
|
4.250 |
0.7364 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7634 |
| PP |
0.7634 |
0.7626 |
| S1 |
0.7630 |
0.7618 |
|