CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7473 |
0.7500 |
0.0027 |
0.4% |
0.7465 |
High |
0.7479 |
0.7502 |
0.0023 |
0.3% |
0.7498 |
Low |
0.7436 |
0.7462 |
0.0027 |
0.4% |
0.7436 |
Close |
0.7466 |
0.7490 |
0.0024 |
0.3% |
0.7466 |
Range |
0.0044 |
0.0040 |
-0.0004 |
-9.2% |
0.0063 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
844 |
371 |
-473 |
-56.0% |
1,523 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7603 |
0.7586 |
0.7512 |
|
R3 |
0.7564 |
0.7547 |
0.7501 |
|
R2 |
0.7524 |
0.7524 |
0.7497 |
|
R1 |
0.7507 |
0.7507 |
0.7494 |
0.7496 |
PP |
0.7485 |
0.7485 |
0.7485 |
0.7479 |
S1 |
0.7467 |
0.7467 |
0.7486 |
0.7456 |
S2 |
0.7445 |
0.7445 |
0.7483 |
|
S3 |
0.7405 |
0.7428 |
0.7479 |
|
S4 |
0.7366 |
0.7388 |
0.7468 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7654 |
0.7623 |
0.7500 |
|
R3 |
0.7592 |
0.7560 |
0.7483 |
|
R2 |
0.7529 |
0.7529 |
0.7477 |
|
R1 |
0.7498 |
0.7498 |
0.7472 |
0.7513 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7474 |
S1 |
0.7435 |
0.7435 |
0.7460 |
0.7451 |
S2 |
0.7404 |
0.7404 |
0.7455 |
|
S3 |
0.7342 |
0.7373 |
0.7449 |
|
S4 |
0.7279 |
0.7310 |
0.7432 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7669 |
2.618 |
0.7605 |
1.618 |
0.7565 |
1.000 |
0.7541 |
0.618 |
0.7526 |
HIGH |
0.7502 |
0.618 |
0.7486 |
0.500 |
0.7482 |
0.382 |
0.7477 |
LOW |
0.7462 |
0.618 |
0.7438 |
1.000 |
0.7422 |
1.618 |
0.7398 |
2.618 |
0.7359 |
4.250 |
0.7294 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7487 |
0.7483 |
PP |
0.7485 |
0.7476 |
S1 |
0.7482 |
0.7469 |
|