CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7502 |
0.7506 |
0.0004 |
0.1% |
0.7611 |
High |
0.7535 |
0.7525 |
-0.0010 |
-0.1% |
0.7700 |
Low |
0.7474 |
0.7489 |
0.0015 |
0.2% |
0.7497 |
Close |
0.7485 |
0.7501 |
0.0016 |
0.2% |
0.7506 |
Range |
0.0061 |
0.0036 |
-0.0025 |
-41.0% |
0.0203 |
ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
803 |
426 |
-377 |
-46.9% |
1,120 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7613 |
0.7593 |
0.7520 |
|
R3 |
0.7577 |
0.7557 |
0.7510 |
|
R2 |
0.7541 |
0.7541 |
0.7507 |
|
R1 |
0.7521 |
0.7521 |
0.7504 |
0.7513 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7501 |
S1 |
0.7485 |
0.7485 |
0.7497 |
0.7477 |
S2 |
0.7469 |
0.7469 |
0.7494 |
|
S3 |
0.7433 |
0.7449 |
0.7491 |
|
S4 |
0.7397 |
0.7413 |
0.7481 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8176 |
0.8044 |
0.7617 |
|
R3 |
0.7973 |
0.7841 |
0.7561 |
|
R2 |
0.7770 |
0.7770 |
0.7543 |
|
R1 |
0.7638 |
0.7638 |
0.7524 |
0.7603 |
PP |
0.7568 |
0.7568 |
0.7568 |
0.7550 |
S1 |
0.7435 |
0.7435 |
0.7487 |
0.7400 |
S2 |
0.7365 |
0.7365 |
0.7468 |
|
S3 |
0.7162 |
0.7232 |
0.7450 |
|
S4 |
0.6959 |
0.7029 |
0.7394 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7678 |
2.618 |
0.7619 |
1.618 |
0.7583 |
1.000 |
0.7561 |
0.618 |
0.7547 |
HIGH |
0.7525 |
0.618 |
0.7511 |
0.500 |
0.7507 |
0.382 |
0.7502 |
LOW |
0.7489 |
0.618 |
0.7466 |
1.000 |
0.7453 |
1.618 |
0.7430 |
2.618 |
0.7394 |
4.250 |
0.7336 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7507 |
0.7521 |
PP |
0.7505 |
0.7514 |
S1 |
0.7503 |
0.7507 |
|