CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 03-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7613 |
0.7633 |
0.0020 |
0.3% |
0.7598 |
High |
0.7650 |
0.7658 |
0.0008 |
0.1% |
0.7672 |
Low |
0.7588 |
0.7618 |
0.0030 |
0.4% |
0.7539 |
Close |
0.7633 |
0.7635 |
0.0002 |
0.0% |
0.7633 |
Range |
0.0063 |
0.0041 |
-0.0022 |
-35.2% |
0.0132 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
55 |
33 |
-22 |
-40.0% |
646 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7758 |
0.7737 |
0.7657 |
|
R3 |
0.7718 |
0.7697 |
0.7646 |
|
R2 |
0.7677 |
0.7677 |
0.7642 |
|
R1 |
0.7656 |
0.7656 |
0.7639 |
0.7667 |
PP |
0.7637 |
0.7637 |
0.7637 |
0.7642 |
S1 |
0.7616 |
0.7616 |
0.7631 |
0.7626 |
S2 |
0.7596 |
0.7596 |
0.7628 |
|
S3 |
0.7556 |
0.7575 |
0.7624 |
|
S4 |
0.7515 |
0.7535 |
0.7613 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8012 |
0.7955 |
0.7706 |
|
R3 |
0.7879 |
0.7822 |
0.7669 |
|
R2 |
0.7747 |
0.7747 |
0.7657 |
|
R1 |
0.7690 |
0.7690 |
0.7645 |
0.7718 |
PP |
0.7615 |
0.7615 |
0.7615 |
0.7629 |
S1 |
0.7558 |
0.7558 |
0.7621 |
0.7586 |
S2 |
0.7482 |
0.7482 |
0.7609 |
|
S3 |
0.7350 |
0.7425 |
0.7597 |
|
S4 |
0.7217 |
0.7293 |
0.7560 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7830 |
2.618 |
0.7764 |
1.618 |
0.7724 |
1.000 |
0.7699 |
0.618 |
0.7683 |
HIGH |
0.7658 |
0.618 |
0.7643 |
0.500 |
0.7638 |
0.382 |
0.7633 |
LOW |
0.7618 |
0.618 |
0.7592 |
1.000 |
0.7577 |
1.618 |
0.7552 |
2.618 |
0.7511 |
4.250 |
0.7445 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7638 |
0.7633 |
PP |
0.7637 |
0.7631 |
S1 |
0.7636 |
0.7630 |
|