CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7592 |
0.7611 |
0.0019 |
0.3% |
0.7554 |
High |
0.7640 |
0.7629 |
-0.0011 |
-0.1% |
0.7640 |
Low |
0.7573 |
0.7598 |
0.0025 |
0.3% |
0.7523 |
Close |
0.7627 |
0.7624 |
-0.0003 |
0.0% |
0.7627 |
Range |
0.0067 |
0.0031 |
-0.0036 |
-53.7% |
0.0117 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
440 |
146 |
-294 |
-66.8% |
925 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7710 |
0.7698 |
0.7641 |
|
R3 |
0.7679 |
0.7667 |
0.7632 |
|
R2 |
0.7648 |
0.7648 |
0.7629 |
|
R1 |
0.7636 |
0.7636 |
0.7626 |
0.7642 |
PP |
0.7617 |
0.7617 |
0.7617 |
0.7620 |
S1 |
0.7605 |
0.7605 |
0.7621 |
0.7611 |
S2 |
0.7586 |
0.7586 |
0.7618 |
|
S3 |
0.7555 |
0.7574 |
0.7615 |
|
S4 |
0.7524 |
0.7543 |
0.7606 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7948 |
0.7904 |
0.7691 |
|
R3 |
0.7831 |
0.7787 |
0.7659 |
|
R2 |
0.7714 |
0.7714 |
0.7648 |
|
R1 |
0.7670 |
0.7670 |
0.7637 |
0.7692 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7607 |
S1 |
0.7553 |
0.7553 |
0.7616 |
0.7575 |
S2 |
0.7479 |
0.7479 |
0.7605 |
|
S3 |
0.7362 |
0.7436 |
0.7594 |
|
S4 |
0.7245 |
0.7319 |
0.7562 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7761 |
2.618 |
0.7710 |
1.618 |
0.7679 |
1.000 |
0.7660 |
0.618 |
0.7648 |
HIGH |
0.7629 |
0.618 |
0.7617 |
0.500 |
0.7614 |
0.382 |
0.7610 |
LOW |
0.7598 |
0.618 |
0.7579 |
1.000 |
0.7567 |
1.618 |
0.7548 |
2.618 |
0.7517 |
4.250 |
0.7466 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7620 |
0.7610 |
PP |
0.7617 |
0.7596 |
S1 |
0.7614 |
0.7582 |
|