CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 02-Mar-2017

Day Change Summary
	Previous	Current
	01-Mar-2017	02-Mar-2017	Change	Change %	Previous Week
Open	0.7512	0.7504	-0.0008	-0.1%	0.7641
High	0.7529	0.7504	-0.0024	-0.3%	0.7668
Low	0.7487	0.7462	-0.0025	-0.3%	0.7560
Close	0.7489	0.7468	-0.0021	-0.3%	0.7636
Range	0.0042	0.0043	0.0001	1.2%	0.0108
ATR	0.0056	0.0055	-0.0001	-1.7%	0.0000
Volume	84,262	66,658	-17,604	-20.9%	243,274

Daily Pivots for day following 02-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7579	0.7491
R3	0.7563	0.7537	0.7480
R2	0.7520	0.7520	0.7476
R1	0.7494	0.7494	0.7472	0.7486
PP	0.7478	0.7478	0.7478	0.7474
S1	0.7452	0.7452	0.7464	0.7444
S2	0.7435	0.7435	0.7460
S3	0.7393	0.7409	0.7456
S4	0.7350	0.7367	0.7445

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	0.7462	0.0206	2.8%	0.0054	0.7%	3%	False	True	76,425
10	0.7688	0.7462	0.0226	3.0%	0.0052	0.7%	3%	False	True	65,999
20	0.7707	0.7462	0.0245	3.3%	0.0052	0.7%	3%	False	True	58,408
40	0.7715	0.7436	0.0279	3.7%	0.0060	0.8%	11%	False	False	64,460
60	0.7715	0.7361	0.0354	4.7%	0.0056	0.8%	30%	False	False	54,263
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	30%	False	False	40,944
100	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	30%	False	False	32,808
120	0.7752	0.7361	0.0391	5.2%	0.0057	0.8%	27%	False	False	27,367

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7615
1.618	0.7573
1.000	0.7547
0.618	0.7530
HIGH	0.7504
0.618	0.7488
0.500	0.7483
0.382	0.7478
LOW	0.7462
0.618	0.7435
1.000	0.7419
1.618	0.7393
2.618	0.7350
4.250	0.7281

Fisher Pivots for day following 02-Mar-2017
Pivot	1 day	3 day
R1	0.7483	0.7529
PP	0.7478	0.7509
S1	0.7473	0.7488

Download as Excel Spreadsheet

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

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