CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7649 |
0.7613 |
-0.0036 |
-0.5% |
0.7554 |
High |
0.7695 |
0.7629 |
-0.0067 |
-0.9% |
0.7640 |
Low |
0.7618 |
0.7567 |
-0.0052 |
-0.7% |
0.7523 |
Close |
0.7625 |
0.7571 |
-0.0054 |
-0.7% |
0.7627 |
Range |
0.0077 |
0.0062 |
-0.0015 |
-19.5% |
0.0117 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
Volume |
120 |
120 |
0 |
0.0% |
925 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7775 |
0.7735 |
0.7605 |
|
R3 |
0.7713 |
0.7673 |
0.7588 |
|
R2 |
0.7651 |
0.7651 |
0.7582 |
|
R1 |
0.7611 |
0.7611 |
0.7576 |
0.7600 |
PP |
0.7589 |
0.7589 |
0.7589 |
0.7583 |
S1 |
0.7549 |
0.7549 |
0.7565 |
0.7538 |
S2 |
0.7527 |
0.7527 |
0.7559 |
|
S3 |
0.7465 |
0.7487 |
0.7553 |
|
S4 |
0.7403 |
0.7425 |
0.7536 |
|
|
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 |
0.7892 |
2.618 |
0.7791 |
1.618 |
0.7729 |
1.000 |
0.7691 |
0.618 |
0.7667 |
HIGH |
0.7629 |
0.618 |
0.7605 |
0.500 |
0.7598 |
0.382 |
0.7590 |
LOW |
0.7567 |
0.618 |
0.7528 |
1.000 |
0.7505 |
1.618 |
0.7466 |
2.618 |
0.7404 |
4.250 |
0.7303 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7598 |
0.7633 |
PP |
0.7589 |
0.7612 |
S1 |
0.7580 |
0.7591 |
|