CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 10-Mar-2017

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	0.7408	0.7400	-0.0008	-0.1%	0.7476
High	0.7417	0.7452	0.0035	0.5%	0.7478
Low	0.7388	0.7399	0.0011	0.1%	0.7388
Close	0.7399	0.7426	0.0026	0.4%	0.7426
Range	0.0029	0.0053	0.0024	84.2%	0.0090
ATR	0.0049	0.0050	0.0000	0.5%	0.0000
Volume	93,723	31,719	-62,004	-66.2%	341,591

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7557	0.7454
R3	0.7530	0.7504	0.7440
R2	0.7478	0.7478	0.7435
R1	0.7452	0.7452	0.7430	0.7465
PP	0.7425	0.7425	0.7425	0.7432
S1	0.7399	0.7399	0.7421	0.7412
S2	0.7373	0.7373	0.7416
S3	0.7320	0.7347	0.7411
S4	0.7268	0.7294	0.7397

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7653	0.7475
R3	0.7611	0.7563	0.7450
R2	0.7521	0.7521	0.7442
R1	0.7473	0.7473	0.7434	0.7452
PP	0.7431	0.7431	0.7431	0.7420
S1	0.7383	0.7383	0.7417	0.7362
S2	0.7340	0.7340	0.7409
S3	0.7250	0.7293	0.7401
S4	0.7160	0.7203	0.7376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7478	0.7388	0.0090	1.2%	0.0039	0.5%	42%	False	False	68,318
10	0.7644	0.7388	0.0256	3.4%	0.0046	0.6%	15%	False	False	73,210
20	0.7688	0.7388	0.0300	4.0%	0.0047	0.6%	13%	False	False	63,933
40	0.7715	0.7388	0.0327	4.4%	0.0056	0.8%	11%	False	False	64,858
60	0.7715	0.7361	0.0354	4.8%	0.0056	0.8%	18%	False	False	60,636
80	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	18%	False	False	46,090
100	0.7715	0.7361	0.0354	4.8%	0.0054	0.7%	18%	False	False	36,963
120	0.7715	0.7361	0.0354	4.8%	0.0056	0.7%	18%	False	False	30,830

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7589
1.618	0.7536
1.000	0.7504
0.618	0.7484
HIGH	0.7452
0.618	0.7431
0.500	0.7425
0.382	0.7419
LOW	0.7399
0.618	0.7367
1.000	0.7347
1.618	0.7314
2.618	0.7262
4.250	0.7176

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	0.7425	0.7426
PP	0.7425	0.7426
S1	0.7425	0.7426

Download as Excel Spreadsheet

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

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