CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7532 |
0.7462 |
-0.0070 |
-0.9% |
0.7465 |
High |
0.7547 |
0.7478 |
-0.0069 |
-0.9% |
0.7498 |
Low |
0.7400 |
0.7411 |
0.0011 |
0.1% |
0.7436 |
Close |
0.7466 |
0.7433 |
-0.0033 |
-0.4% |
0.7466 |
Range |
0.0147 |
0.0067 |
-0.0080 |
-54.6% |
0.0063 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
Volume |
1,987 |
677 |
-1,310 |
-65.9% |
1,523 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7640 |
0.7603 |
0.7470 |
|
R3 |
0.7574 |
0.7537 |
0.7451 |
|
R2 |
0.7507 |
0.7507 |
0.7445 |
|
R1 |
0.7470 |
0.7470 |
0.7439 |
0.7455 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7433 |
S1 |
0.7404 |
0.7404 |
0.7427 |
0.7389 |
S2 |
0.7374 |
0.7374 |
0.7421 |
|
S3 |
0.7308 |
0.7337 |
0.7415 |
|
S4 |
0.7241 |
0.7271 |
0.7396 |
|
|
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 |
0.7760 |
2.618 |
0.7652 |
1.618 |
0.7585 |
1.000 |
0.7544 |
0.618 |
0.7519 |
HIGH |
0.7478 |
0.618 |
0.7452 |
0.500 |
0.7444 |
0.382 |
0.7436 |
LOW |
0.7411 |
0.618 |
0.7370 |
1.000 |
0.7345 |
1.618 |
0.7303 |
2.618 |
0.7237 |
4.250 |
0.7128 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7444 |
0.7473 |
PP |
0.7441 |
0.7460 |
S1 |
0.7437 |
0.7446 |
|