CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7643 |
0.0031 |
0.4% |
0.7681 |
| High |
0.7658 |
0.7662 |
0.0004 |
0.1% |
0.7690 |
| Low |
0.7602 |
0.7623 |
0.0021 |
0.3% |
0.7570 |
| Close |
0.7642 |
0.7654 |
0.0013 |
0.2% |
0.7642 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-31.2% |
0.0120 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
58,256 |
39,478 |
-18,778 |
-32.2% |
261,802 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7762 |
0.7746 |
0.7675 |
|
| R3 |
0.7723 |
0.7708 |
0.7665 |
|
| R2 |
0.7685 |
0.7685 |
0.7661 |
|
| R1 |
0.7669 |
0.7669 |
0.7658 |
0.7677 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7650 |
| S1 |
0.7631 |
0.7631 |
0.7650 |
0.7639 |
| S2 |
0.7608 |
0.7608 |
0.7647 |
|
| S3 |
0.7569 |
0.7592 |
0.7643 |
|
| S4 |
0.7531 |
0.7554 |
0.7633 |
|
|
| 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 |
0.7662 |
0.7570 |
0.0092 |
1.2% |
0.0051 |
0.7% |
92% |
True |
False |
48,567 |
| 10 |
0.7715 |
0.7570 |
0.0145 |
1.9% |
0.0056 |
0.7% |
58% |
False |
False |
54,379 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0064 |
0.8% |
75% |
False |
False |
63,863 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0060 |
0.8% |
83% |
False |
False |
59,407 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
83% |
False |
False |
41,761 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0056 |
0.7% |
83% |
False |
False |
31,439 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
83% |
False |
False |
25,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7762 |
|
1.618 |
0.7724 |
|
1.000 |
0.7700 |
|
0.618 |
0.7685 |
|
HIGH |
0.7662 |
|
0.618 |
0.7647 |
|
0.500 |
0.7642 |
|
0.382 |
0.7638 |
|
LOW |
0.7623 |
|
0.618 |
0.7599 |
|
1.000 |
0.7584 |
|
1.618 |
0.7561 |
|
2.618 |
0.7522 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7650 |
0.7646 |
| PP |
0.7646 |
0.7637 |
| S1 |
0.7642 |
0.7629 |
|