CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 05-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7619 |
0.7590 |
-0.0029 |
-0.4% |
0.7598 |
High |
0.7623 |
0.7606 |
-0.0017 |
-0.2% |
0.7672 |
Low |
0.7577 |
0.7566 |
-0.0011 |
-0.1% |
0.7539 |
Close |
0.7585 |
0.7602 |
0.0018 |
0.2% |
0.7633 |
Range |
0.0046 |
0.0040 |
-0.0006 |
-14.0% |
0.0132 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
94 |
682 |
588 |
625.5% |
646 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7697 |
0.7624 |
|
R3 |
0.7671 |
0.7657 |
0.7613 |
|
R2 |
0.7631 |
0.7631 |
0.7609 |
|
R1 |
0.7617 |
0.7617 |
0.7606 |
0.7624 |
PP |
0.7591 |
0.7591 |
0.7591 |
0.7595 |
S1 |
0.7577 |
0.7577 |
0.7598 |
0.7584 |
S2 |
0.7551 |
0.7551 |
0.7595 |
|
S3 |
0.7511 |
0.7537 |
0.7591 |
|
S4 |
0.7471 |
0.7497 |
0.7580 |
|
|
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 |
0.7776 |
2.618 |
0.7711 |
1.618 |
0.7671 |
1.000 |
0.7646 |
0.618 |
0.7631 |
HIGH |
0.7606 |
0.618 |
0.7591 |
0.500 |
0.7586 |
0.382 |
0.7581 |
LOW |
0.7566 |
0.618 |
0.7541 |
1.000 |
0.7526 |
1.618 |
0.7501 |
2.618 |
0.7461 |
4.250 |
0.7396 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7597 |
0.7612 |
PP |
0.7591 |
0.7609 |
S1 |
0.7586 |
0.7605 |
|