CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7580 |
0.7651 |
0.0071 |
0.9% |
0.7574 |
High |
0.7655 |
0.7672 |
0.0017 |
0.2% |
0.7699 |
Low |
0.7547 |
0.7595 |
0.0048 |
0.6% |
0.7550 |
Close |
0.7649 |
0.7616 |
-0.0033 |
-0.4% |
0.7602 |
Range |
0.0108 |
0.0077 |
-0.0032 |
-29.5% |
0.0149 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
Volume |
248 |
135 |
-113 |
-45.6% |
588 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7857 |
0.7813 |
0.7658 |
|
R3 |
0.7781 |
0.7737 |
0.7637 |
|
R2 |
0.7704 |
0.7704 |
0.7630 |
|
R1 |
0.7660 |
0.7660 |
0.7623 |
0.7644 |
PP |
0.7628 |
0.7628 |
0.7628 |
0.7619 |
S1 |
0.7584 |
0.7584 |
0.7609 |
0.7567 |
S2 |
0.7551 |
0.7551 |
0.7602 |
|
S3 |
0.7475 |
0.7507 |
0.7595 |
|
S4 |
0.7398 |
0.7431 |
0.7574 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8064 |
0.7982 |
0.7684 |
|
R3 |
0.7915 |
0.7833 |
0.7643 |
|
R2 |
0.7766 |
0.7766 |
0.7629 |
|
R1 |
0.7684 |
0.7684 |
0.7616 |
0.7725 |
PP |
0.7617 |
0.7617 |
0.7617 |
0.7638 |
S1 |
0.7535 |
0.7535 |
0.7588 |
0.7576 |
S2 |
0.7468 |
0.7468 |
0.7575 |
|
S3 |
0.7319 |
0.7386 |
0.7561 |
|
S4 |
0.7170 |
0.7237 |
0.7520 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7997 |
2.618 |
0.7872 |
1.618 |
0.7795 |
1.000 |
0.7748 |
0.618 |
0.7719 |
HIGH |
0.7672 |
0.618 |
0.7642 |
0.500 |
0.7633 |
0.382 |
0.7624 |
LOW |
0.7595 |
0.618 |
0.7548 |
1.000 |
0.7519 |
1.618 |
0.7471 |
2.618 |
0.7395 |
4.250 |
0.7270 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7633 |
0.7612 |
PP |
0.7628 |
0.7609 |
S1 |
0.7622 |
0.7605 |
|