CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7648 |
-0.0002 |
0.0% |
0.7681 |
| High |
0.7656 |
0.7688 |
0.0033 |
0.4% |
0.7690 |
| Low |
0.7624 |
0.7646 |
0.0023 |
0.3% |
0.7570 |
| Close |
0.7644 |
0.7653 |
0.0010 |
0.1% |
0.7642 |
| Range |
0.0032 |
0.0042 |
0.0010 |
31.3% |
0.0120 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
49,287 |
59,385 |
10,098 |
20.5% |
261,802 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7788 |
0.7763 |
0.7676 |
|
| R3 |
0.7746 |
0.7721 |
0.7665 |
|
| R2 |
0.7704 |
0.7704 |
0.7661 |
|
| R1 |
0.7679 |
0.7679 |
0.7657 |
0.7692 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7669 |
| S1 |
0.7637 |
0.7637 |
0.7649 |
0.7650 |
| S2 |
0.7620 |
0.7620 |
0.7645 |
|
| S3 |
0.7578 |
0.7595 |
0.7641 |
|
| S4 |
0.7536 |
0.7553 |
0.7630 |
|
|
| 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 |
0.7688 |
0.7602 |
0.0086 |
1.1% |
0.0044 |
0.6% |
60% |
True |
False |
52,281 |
| 10 |
0.7700 |
0.7570 |
0.0130 |
1.7% |
0.0051 |
0.7% |
64% |
False |
False |
51,375 |
| 20 |
0.7715 |
0.7473 |
0.0242 |
3.2% |
0.0056 |
0.7% |
75% |
False |
False |
57,755 |
| 40 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0058 |
0.8% |
83% |
False |
False |
59,239 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
83% |
False |
False |
44,463 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0055 |
0.7% |
83% |
False |
False |
33,475 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.6% |
0.0057 |
0.7% |
83% |
False |
False |
26,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7867 |
|
2.618 |
0.7798 |
|
1.618 |
0.7756 |
|
1.000 |
0.7730 |
|
0.618 |
0.7714 |
|
HIGH |
0.7688 |
|
0.618 |
0.7672 |
|
0.500 |
0.7667 |
|
0.382 |
0.7662 |
|
LOW |
0.7646 |
|
0.618 |
0.7620 |
|
1.000 |
0.7604 |
|
1.618 |
0.7578 |
|
2.618 |
0.7536 |
|
4.250 |
0.7468 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7656 |
| PP |
0.7662 |
0.7655 |
| S1 |
0.7658 |
0.7654 |
|