CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7475 |
0.7476 |
0.0001 |
0.0% |
0.7502 |
High |
0.7493 |
0.7493 |
0.0000 |
0.0% |
0.7535 |
Low |
0.7459 |
0.7470 |
0.0012 |
0.2% |
0.7455 |
Close |
0.7472 |
0.7480 |
0.0008 |
0.1% |
0.7477 |
Range |
0.0034 |
0.0023 |
-0.0011 |
-32.4% |
0.0080 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
191 |
148 |
-43 |
-22.5% |
2,343 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7550 |
0.7538 |
0.7492 |
|
R3 |
0.7527 |
0.7515 |
0.7486 |
|
R2 |
0.7504 |
0.7504 |
0.7484 |
|
R1 |
0.7492 |
0.7492 |
0.7482 |
0.7498 |
PP |
0.7481 |
0.7481 |
0.7481 |
0.7484 |
S1 |
0.7469 |
0.7469 |
0.7477 |
0.7475 |
S2 |
0.7458 |
0.7458 |
0.7475 |
|
S3 |
0.7435 |
0.7446 |
0.7473 |
|
S4 |
0.7412 |
0.7423 |
0.7467 |
|
|
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 |
0.7591 |
2.618 |
0.7553 |
1.618 |
0.7530 |
1.000 |
0.7516 |
0.618 |
0.7507 |
HIGH |
0.7493 |
0.618 |
0.7484 |
0.500 |
0.7482 |
0.382 |
0.7479 |
LOW |
0.7470 |
0.618 |
0.7456 |
1.000 |
0.7447 |
1.618 |
0.7433 |
2.618 |
0.7410 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7482 |
0.7479 |
PP |
0.7481 |
0.7479 |
S1 |
0.7480 |
0.7478 |
|