CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	0.7430	0.7434	0.0004	0.0%	0.7476
High	0.7445	0.7440	-0.0005	-0.1%	0.7478
Low	0.7421	0.7410	-0.0011	-0.1%	0.7388
Close	0.7439	0.7415	-0.0024	-0.3%	0.7426
Range	0.0024	0.0030	0.0006	22.4%	0.0090
ATR	0.0048	0.0046	-0.0001	-2.7%	0.0000
Volume	6,596	949	-5,647	-85.6%	341,591

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7493	0.7431
R3	0.7482	0.7463	0.7423
R2	0.7452	0.7452	0.7420
R1	0.7433	0.7433	0.7418	0.7428
PP	0.7422	0.7422	0.7422	0.7419
S1	0.7403	0.7403	0.7412	0.7398
S2	0.7392	0.7392	0.7410
S3	0.7362	0.7373	0.7407
S4	0.7332	0.7343	0.7399

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	0.7464	0.7388	0.0076	1.0%	0.0039	0.5%	36%	False	False	46,202
10	0.7529	0.7388	0.0141	1.9%	0.0037	0.5%	19%	False	False	57,512
20	0.7688	0.7388	0.0300	4.0%	0.0045	0.6%	9%	False	False	59,424
40	0.7715	0.7388	0.0327	4.4%	0.0054	0.7%	8%	False	False	61,643
60	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	15%	False	False	59,413
80	0.7715	0.7361	0.0354	4.8%	0.0054	0.7%	15%	False	False	46,177
100	0.7715	0.7361	0.0354	4.8%	0.0054	0.7%	15%	False	False	37,036
120	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	15%	False	False	30,890

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7567
2.618	0.7519
1.618	0.7489
1.000	0.7470
0.618	0.7459
HIGH	0.7440
0.618	0.7429
0.500	0.7425
0.382	0.7421
LOW	0.7410
0.618	0.7391
1.000	0.7380
1.618	0.7361
2.618	0.7331
4.250	0.7283

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	0.7425	0.7425
PP	0.7422	0.7422
S1	0.7418	0.7418

Download as Excel Spreadsheet

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

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