CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 27-Feb-2017

Day Change Summary
	Previous	Current
	24-Feb-2017	27-Feb-2017	Change	Change %	Previous Week
Open	0.7635	0.7635	0.0001	0.0%	0.7641
High	0.7668	0.7644	-0.0025	-0.3%	0.7668
Low	0.7624	0.7587	-0.0036	-0.5%	0.7560
Close	0.7636	0.7605	-0.0031	-0.4%	0.7636
Range	0.0045	0.0056	0.0012	27.0%	0.0108
ATR	0.0054	0.0054	0.0000	0.3%	0.0000
Volume	66,689	58,353	-8,336	-12.5%	243,274

Daily Pivots for day following 27-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7781	0.7749	0.7636
R3	0.7725	0.7693	0.7620
R2	0.7668	0.7668	0.7615
R1	0.7636	0.7636	0.7610	0.7624
PP	0.7612	0.7612	0.7612	0.7606
S1	0.7580	0.7580	0.7599	0.7568
S2	0.7555	0.7555	0.7594
S3	0.7499	0.7523	0.7589
S4	0.7442	0.7467	0.7573

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7898	0.7695
R3	0.7837	0.7790	0.7665
R2	0.7729	0.7729	0.7655
R1	0.7682	0.7682	0.7645	0.7652
PP	0.7621	0.7621	0.7621	0.7606
S1	0.7574	0.7574	0.7626	0.7544
S2	0.7513	0.7513	0.7616
S3	0.7405	0.7466	0.7606
S4	0.7297	0.7358	0.7576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7560	0.0108	1.4%	0.0055	0.7%	41%	False	False	60,325
10	0.7688	0.7560	0.0128	1.7%	0.0047	0.6%	35%	False	False	54,666
20	0.7715	0.7560	0.0155	2.0%	0.0052	0.7%	29%	False	False	54,825
40	0.7715	0.7382	0.0332	4.4%	0.0060	0.8%	67%	False	False	61,489
60	0.7715	0.7361	0.0354	4.7%	0.0057	0.7%	69%	False	False	50,098
80	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	69%	False	False	37,738
100	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	69%	False	False	30,246
120	0.7803	0.7361	0.0442	5.8%	0.0057	0.7%	55%	False	False	25,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7884
2.618	0.7791
1.618	0.7735
1.000	0.7700
0.618	0.7678
HIGH	0.7644
0.618	0.7622
0.500	0.7615
0.382	0.7609
LOW	0.7587
0.618	0.7552
1.000	0.7531
1.618	0.7496
2.618	0.7439
4.250	0.7347

Fisher Pivots for day following 27-Feb-2017
Pivot	1 day	3 day
R1	0.7615	0.7628
PP	0.7612	0.7620
S1	0.7608	0.7612

Download as Excel Spreadsheet

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

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