CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 15-Feb-2017

Day Change Summary
	Previous	Current
	14-Feb-2017	15-Feb-2017	Change	Change %	Previous Week
Open	0.7653	0.7650	-0.0004	0.0%	0.7681
High	0.7680	0.7656	-0.0024	-0.3%	0.7690
Low	0.7631	0.7624	-0.0007	-0.1%	0.7570
Close	0.7650	0.7644	-0.0007	-0.1%	0.7642
Range	0.0049	0.0032	-0.0017	-34.7%	0.0120
ATR	0.0058	0.0056	-0.0002	-3.2%	0.0000
Volume	54,999	49,287	-5,712	-10.4%	261,802

Daily Pivots for day following 15-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7722	0.7661
R3	0.7705	0.7690	0.7652
R2	0.7673	0.7673	0.7649
R1	0.7658	0.7658	0.7646	0.7650
PP	0.7641	0.7641	0.7641	0.7637
S1	0.7626	0.7626	0.7641	0.7618
S2	0.7609	0.7609	0.7638
S3	0.7577	0.7594	0.7635
S4	0.7545	0.7562	0.7626

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	0.7680	0.7596	0.0084	1.1%	0.0044	0.6%	57%	False	False	50,593
10	0.7707	0.7570	0.0137	1.8%	0.0051	0.7%	54%	False	False	50,818
20	0.7715	0.7473	0.0242	3.2%	0.0056	0.7%	71%	False	False	58,559
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	80%	False	False	58,780
60	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	80%	False	False	43,479
80	0.7715	0.7361	0.0354	4.6%	0.0055	0.7%	80%	False	False	32,739
100	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	80%	False	False	26,225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	0.7792
2.618	0.7739
1.618	0.7707
1.000	0.7688
0.618	0.7675
HIGH	0.7656
0.618	0.7643
0.500	0.7640
0.382	0.7636
LOW	0.7624
0.618	0.7604
1.000	0.7592
1.618	0.7572
2.618	0.7540
4.250	0.7488

Fisher Pivots for day following 15-Feb-2017
Pivot	1 day	3 day
R1	0.7642	0.7651
PP	0.7641	0.7649
S1	0.7640	0.7646

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols