CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7434 |
0.7403 |
-0.0031 |
-0.4% |
0.7500 |
High |
0.7440 |
0.7405 |
-0.0035 |
-0.5% |
0.7547 |
Low |
0.7389 |
0.7368 |
-0.0021 |
-0.3% |
0.7389 |
Close |
0.7389 |
0.7384 |
-0.0006 |
-0.1% |
0.7389 |
Range |
0.0051 |
0.0038 |
-0.0014 |
-26.5% |
0.0158 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
777 |
274 |
-503 |
-64.7% |
4,136 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7498 |
0.7478 |
0.7404 |
|
R3 |
0.7460 |
0.7441 |
0.7394 |
|
R2 |
0.7423 |
0.7423 |
0.7390 |
|
R1 |
0.7403 |
0.7403 |
0.7387 |
0.7394 |
PP |
0.7385 |
0.7385 |
0.7385 |
0.7381 |
S1 |
0.7366 |
0.7366 |
0.7380 |
0.7357 |
S2 |
0.7348 |
0.7348 |
0.7377 |
|
S3 |
0.7310 |
0.7328 |
0.7373 |
|
S4 |
0.7273 |
0.7291 |
0.7363 |
|
|
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 |
0.7564 |
2.618 |
0.7503 |
1.618 |
0.7466 |
1.000 |
0.7443 |
0.618 |
0.7428 |
HIGH |
0.7405 |
0.618 |
0.7391 |
0.500 |
0.7386 |
0.382 |
0.7382 |
LOW |
0.7368 |
0.618 |
0.7344 |
1.000 |
0.7330 |
1.618 |
0.7307 |
2.618 |
0.7269 |
4.250 |
0.7208 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7386 |
0.7423 |
PP |
0.7385 |
0.7410 |
S1 |
0.7384 |
0.7397 |
|