CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7476 |
0.7457 |
-0.0018 |
-0.2% |
0.7635 |
| High |
0.7478 |
0.7472 |
-0.0006 |
-0.1% |
0.7644 |
| Low |
0.7449 |
0.7443 |
-0.0006 |
-0.1% |
0.7442 |
| Close |
0.7456 |
0.7452 |
-0.0004 |
-0.1% |
0.7462 |
| Range |
0.0029 |
0.0029 |
0.0000 |
0.0% |
0.0201 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
53,976 |
64,147 |
10,171 |
18.8% |
390,509 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7526 |
0.7467 |
|
| R3 |
0.7514 |
0.7497 |
0.7459 |
|
| R2 |
0.7485 |
0.7485 |
0.7457 |
|
| R1 |
0.7468 |
0.7468 |
0.7454 |
0.7462 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7452 |
| S1 |
0.7439 |
0.7439 |
0.7449 |
0.7433 |
| S2 |
0.7426 |
0.7426 |
0.7446 |
|
| S3 |
0.7397 |
0.7410 |
0.7444 |
|
| S4 |
0.7368 |
0.7381 |
0.7436 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.7993 |
0.7573 |
|
| R3 |
0.7919 |
0.7791 |
0.7517 |
|
| R2 |
0.7717 |
0.7717 |
0.7499 |
|
| R1 |
0.7590 |
0.7590 |
0.7480 |
0.7553 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7497 |
| S1 |
0.7388 |
0.7388 |
0.7444 |
0.7351 |
| S2 |
0.7314 |
0.7314 |
0.7425 |
|
| S3 |
0.7113 |
0.7187 |
0.7407 |
|
| S4 |
0.6911 |
0.6985 |
0.7351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7529 |
0.7442 |
0.0086 |
1.2% |
0.0036 |
0.5% |
11% |
False |
False |
68,822 |
| 10 |
0.7668 |
0.7442 |
0.0226 |
3.0% |
0.0049 |
0.7% |
4% |
False |
False |
69,348 |
| 20 |
0.7688 |
0.7442 |
0.0246 |
3.3% |
0.0048 |
0.6% |
4% |
False |
False |
60,015 |
| 40 |
0.7715 |
0.7442 |
0.0272 |
3.7% |
0.0057 |
0.8% |
3% |
False |
False |
64,024 |
| 60 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.7% |
26% |
False |
False |
57,370 |
| 80 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.8% |
26% |
False |
False |
43,340 |
| 100 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0055 |
0.7% |
26% |
False |
False |
34,735 |
| 120 |
0.7715 |
0.7361 |
0.0354 |
4.8% |
0.0056 |
0.7% |
26% |
False |
False |
28,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7595 |
|
2.618 |
0.7548 |
|
1.618 |
0.7519 |
|
1.000 |
0.7501 |
|
0.618 |
0.7490 |
|
HIGH |
0.7472 |
|
0.618 |
0.7461 |
|
0.500 |
0.7458 |
|
0.382 |
0.7454 |
|
LOW |
0.7443 |
|
0.618 |
0.7425 |
|
1.000 |
0.7414 |
|
1.618 |
0.7396 |
|
2.618 |
0.7367 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7458 |
0.7460 |
| PP |
0.7456 |
0.7457 |
| S1 |
0.7454 |
0.7454 |
|