CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 12-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7594 |
0.7567 |
-0.0027 |
-0.3% |
0.7633 |
High |
0.7602 |
0.7577 |
-0.0025 |
-0.3% |
0.7658 |
Low |
0.7543 |
0.7535 |
-0.0008 |
-0.1% |
0.7517 |
Close |
0.7559 |
0.7554 |
-0.0004 |
-0.1% |
0.7539 |
Range |
0.0059 |
0.0042 |
-0.0017 |
-28.8% |
0.0141 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
222 |
66 |
-156 |
-70.3% |
1,146 |
|
Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7681 |
0.7660 |
0.7577 |
|
R3 |
0.7639 |
0.7618 |
0.7566 |
|
R2 |
0.7597 |
0.7597 |
0.7562 |
|
R1 |
0.7576 |
0.7576 |
0.7558 |
0.7566 |
PP |
0.7555 |
0.7555 |
0.7555 |
0.7550 |
S1 |
0.7534 |
0.7534 |
0.7550 |
0.7524 |
S2 |
0.7513 |
0.7513 |
0.7546 |
|
S3 |
0.7471 |
0.7492 |
0.7542 |
|
S4 |
0.7429 |
0.7450 |
0.7531 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7994 |
0.7907 |
0.7616 |
|
R3 |
0.7853 |
0.7766 |
0.7577 |
|
R2 |
0.7712 |
0.7712 |
0.7564 |
|
R1 |
0.7625 |
0.7625 |
0.7551 |
0.7598 |
PP |
0.7571 |
0.7571 |
0.7571 |
0.7558 |
S1 |
0.7484 |
0.7484 |
0.7526 |
0.7457 |
S2 |
0.7430 |
0.7430 |
0.7513 |
|
S3 |
0.7289 |
0.7343 |
0.7500 |
|
S4 |
0.7148 |
0.7202 |
0.7461 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7756 |
2.618 |
0.7687 |
1.618 |
0.7645 |
1.000 |
0.7619 |
0.618 |
0.7603 |
HIGH |
0.7577 |
0.618 |
0.7561 |
0.500 |
0.7556 |
0.382 |
0.7551 |
LOW |
0.7535 |
0.618 |
0.7509 |
1.000 |
0.7493 |
1.618 |
0.7467 |
2.618 |
0.7425 |
4.250 |
0.7357 |
|
|
Fisher Pivots for day following 12-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7556 |
0.7576 |
PP |
0.7555 |
0.7569 |
S1 |
0.7555 |
0.7561 |
|