CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 13-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7567 |
0.7530 |
-0.0037 |
-0.5% |
0.7633 |
High |
0.7577 |
0.7591 |
0.0014 |
0.2% |
0.7658 |
Low |
0.7535 |
0.7523 |
-0.0012 |
-0.2% |
0.7517 |
Close |
0.7554 |
0.7589 |
0.0035 |
0.5% |
0.7539 |
Range |
0.0042 |
0.0068 |
0.0026 |
61.9% |
0.0141 |
ATR |
0.0060 |
0.0060 |
0.0001 |
1.0% |
0.0000 |
Volume |
66 |
82 |
16 |
24.2% |
1,146 |
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7772 |
0.7748 |
0.7626 |
|
R3 |
0.7704 |
0.7680 |
0.7608 |
|
R2 |
0.7636 |
0.7636 |
0.7601 |
|
R1 |
0.7612 |
0.7612 |
0.7595 |
0.7624 |
PP |
0.7568 |
0.7568 |
0.7568 |
0.7574 |
S1 |
0.7544 |
0.7544 |
0.7583 |
0.7556 |
S2 |
0.7500 |
0.7500 |
0.7577 |
|
S3 |
0.7432 |
0.7476 |
0.7570 |
|
S4 |
0.7364 |
0.7408 |
0.7552 |
|
|
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 |
0.7880 |
2.618 |
0.7769 |
1.618 |
0.7701 |
1.000 |
0.7659 |
0.618 |
0.7633 |
HIGH |
0.7591 |
0.618 |
0.7565 |
0.500 |
0.7557 |
0.382 |
0.7549 |
LOW |
0.7523 |
0.618 |
0.7481 |
1.000 |
0.7455 |
1.618 |
0.7413 |
2.618 |
0.7345 |
4.250 |
0.7234 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7578 |
0.7580 |
PP |
0.7568 |
0.7571 |
S1 |
0.7557 |
0.7563 |
|