CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7591 |
0.0000 |
0.0% |
0.7598 |
High |
0.7606 |
0.7596 |
-0.0010 |
-0.1% |
0.7672 |
Low |
0.7566 |
0.7557 |
-0.0009 |
-0.1% |
0.7539 |
Close |
0.7602 |
0.7567 |
-0.0036 |
-0.5% |
0.7633 |
Range |
0.0040 |
0.0039 |
-0.0001 |
-2.5% |
0.0132 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
682 |
111 |
-571 |
-83.7% |
646 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7690 |
0.7667 |
0.7588 |
|
R3 |
0.7651 |
0.7628 |
0.7577 |
|
R2 |
0.7612 |
0.7612 |
0.7574 |
|
R1 |
0.7589 |
0.7589 |
0.7570 |
0.7581 |
PP |
0.7573 |
0.7573 |
0.7573 |
0.7569 |
S1 |
0.7550 |
0.7550 |
0.7563 |
0.7542 |
S2 |
0.7534 |
0.7534 |
0.7559 |
|
S3 |
0.7495 |
0.7511 |
0.7556 |
|
S4 |
0.7456 |
0.7472 |
0.7545 |
|
|
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 |
0.7762 |
2.618 |
0.7698 |
1.618 |
0.7659 |
1.000 |
0.7635 |
0.618 |
0.7620 |
HIGH |
0.7596 |
0.618 |
0.7581 |
0.500 |
0.7577 |
0.382 |
0.7572 |
LOW |
0.7557 |
0.618 |
0.7533 |
1.000 |
0.7518 |
1.618 |
0.7494 |
2.618 |
0.7455 |
4.250 |
0.7391 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7577 |
0.7590 |
PP |
0.7573 |
0.7582 |
S1 |
0.7570 |
0.7574 |
|