CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7512 |
-0.0073 |
-1.0% |
0.7641 |
| High |
0.7597 |
0.7529 |
-0.0069 |
-0.9% |
0.7668 |
| Low |
0.7512 |
0.7487 |
-0.0025 |
-0.3% |
0.7560 |
| Close |
0.7525 |
0.7489 |
-0.0036 |
-0.5% |
0.7636 |
| Range |
0.0086 |
0.0042 |
-0.0044 |
-50.9% |
0.0108 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
106,166 |
84,262 |
-21,904 |
-20.6% |
243,274 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7627 |
0.7600 |
0.7512 |
|
| R3 |
0.7585 |
0.7558 |
0.7501 |
|
| R2 |
0.7543 |
0.7543 |
0.7497 |
|
| R1 |
0.7516 |
0.7516 |
0.7493 |
0.7509 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7498 |
| S1 |
0.7474 |
0.7474 |
0.7485 |
0.7467 |
| S2 |
0.7459 |
0.7459 |
0.7481 |
|
| S3 |
0.7417 |
0.7432 |
0.7477 |
|
| S4 |
0.7375 |
0.7390 |
0.7466 |
|
|
| 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 |
0.7487 |
0.0181 |
2.4% |
0.0056 |
0.7% |
1% |
False |
True |
74,491 |
| 10 |
0.7688 |
0.7487 |
0.0201 |
2.7% |
0.0051 |
0.7% |
1% |
False |
True |
64,261 |
| 20 |
0.7707 |
0.7487 |
0.0220 |
2.9% |
0.0052 |
0.7% |
1% |
False |
True |
58,022 |
| 40 |
0.7715 |
0.7435 |
0.0279 |
3.7% |
0.0060 |
0.8% |
19% |
False |
False |
64,027 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.8% |
36% |
False |
False |
53,185 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0057 |
0.8% |
36% |
False |
False |
40,113 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.7% |
0.0056 |
0.7% |
36% |
False |
False |
32,143 |
| 120 |
0.7787 |
0.7361 |
0.0426 |
5.7% |
0.0057 |
0.8% |
30% |
False |
False |
26,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7707 |
|
2.618 |
0.7638 |
|
1.618 |
0.7596 |
|
1.000 |
0.7570 |
|
0.618 |
0.7554 |
|
HIGH |
0.7529 |
|
0.618 |
0.7512 |
|
0.500 |
0.7508 |
|
0.382 |
0.7503 |
|
LOW |
0.7487 |
|
0.618 |
0.7461 |
|
1.000 |
0.7445 |
|
1.618 |
0.7419 |
|
2.618 |
0.7377 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7508 |
0.7565 |
| PP |
0.7501 |
0.7540 |
| S1 |
0.7495 |
0.7514 |
|