CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7478 |
0.7465 |
-0.0013 |
-0.2% |
0.7502 |
High |
0.7498 |
0.7485 |
-0.0013 |
-0.2% |
0.7535 |
Low |
0.7455 |
0.7459 |
0.0004 |
0.1% |
0.7455 |
Close |
0.7477 |
0.7459 |
-0.0018 |
-0.2% |
0.7477 |
Range |
0.0043 |
0.0026 |
-0.0017 |
-39.5% |
0.0080 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
374 |
116 |
-258 |
-69.0% |
2,343 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7545 |
0.7528 |
0.7473 |
|
R3 |
0.7519 |
0.7502 |
0.7466 |
|
R2 |
0.7493 |
0.7493 |
0.7463 |
|
R1 |
0.7476 |
0.7476 |
0.7461 |
0.7472 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7465 |
S1 |
0.7450 |
0.7450 |
0.7456 |
0.7446 |
S2 |
0.7441 |
0.7441 |
0.7454 |
|
S3 |
0.7415 |
0.7424 |
0.7451 |
|
S4 |
0.7389 |
0.7398 |
0.7444 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7683 |
0.7521 |
|
R3 |
0.7649 |
0.7603 |
0.7499 |
|
R2 |
0.7569 |
0.7569 |
0.7491 |
|
R1 |
0.7523 |
0.7523 |
0.7484 |
0.7506 |
PP |
0.7489 |
0.7489 |
0.7489 |
0.7480 |
S1 |
0.7443 |
0.7443 |
0.7469 |
0.7426 |
S2 |
0.7409 |
0.7409 |
0.7462 |
|
S3 |
0.7329 |
0.7363 |
0.7455 |
|
S4 |
0.7249 |
0.7283 |
0.7433 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7595 |
2.618 |
0.7553 |
1.618 |
0.7527 |
1.000 |
0.7511 |
0.618 |
0.7501 |
HIGH |
0.7485 |
0.618 |
0.7475 |
0.500 |
0.7472 |
0.382 |
0.7468 |
LOW |
0.7459 |
0.618 |
0.7442 |
1.000 |
0.7433 |
1.618 |
0.7416 |
2.618 |
0.7390 |
4.250 |
0.7348 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7472 |
0.7476 |
PP |
0.7467 |
0.7470 |
S1 |
0.7463 |
0.7464 |
|