CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7462 |
0.7434 |
-0.0028 |
-0.4% |
0.7500 |
High |
0.7478 |
0.7440 |
-0.0038 |
-0.5% |
0.7547 |
Low |
0.7411 |
0.7389 |
-0.0023 |
-0.3% |
0.7389 |
Close |
0.7433 |
0.7389 |
-0.0044 |
-0.6% |
0.7389 |
Range |
0.0067 |
0.0051 |
-0.0015 |
-23.3% |
0.0158 |
ATR |
0.0057 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
Volume |
677 |
777 |
100 |
14.8% |
4,136 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7559 |
0.7525 |
0.7417 |
|
R3 |
0.7508 |
0.7474 |
0.7403 |
|
R2 |
0.7457 |
0.7457 |
0.7398 |
|
R1 |
0.7423 |
0.7423 |
0.7394 |
0.7414 |
PP |
0.7406 |
0.7406 |
0.7406 |
0.7401 |
S1 |
0.7372 |
0.7372 |
0.7384 |
0.7363 |
S2 |
0.7355 |
0.7355 |
0.7380 |
|
S3 |
0.7304 |
0.7321 |
0.7375 |
|
S4 |
0.7253 |
0.7270 |
0.7361 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7915 |
0.7810 |
0.7476 |
|
R3 |
0.7757 |
0.7652 |
0.7432 |
|
R2 |
0.7599 |
0.7599 |
0.7418 |
|
R1 |
0.7494 |
0.7494 |
0.7403 |
0.7468 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7428 |
S1 |
0.7336 |
0.7336 |
0.7375 |
0.7310 |
S2 |
0.7283 |
0.7283 |
0.7360 |
|
S3 |
0.7125 |
0.7178 |
0.7346 |
|
S4 |
0.6967 |
0.7020 |
0.7302 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7656 |
2.618 |
0.7573 |
1.618 |
0.7522 |
1.000 |
0.7491 |
0.618 |
0.7471 |
HIGH |
0.7440 |
0.618 |
0.7420 |
0.500 |
0.7414 |
0.382 |
0.7408 |
LOW |
0.7389 |
0.618 |
0.7357 |
1.000 |
0.7337 |
1.618 |
0.7306 |
2.618 |
0.7255 |
4.250 |
0.7172 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7414 |
0.7468 |
PP |
0.7406 |
0.7441 |
S1 |
0.7397 |
0.7415 |
|