CME Canadian Dollar Future March 2017
Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7458 |
0.7403 |
-0.0055 |
-0.7% |
0.7403 |
High |
0.7471 |
0.7419 |
-0.0052 |
-0.7% |
0.7471 |
Low |
0.7403 |
0.7382 |
-0.0021 |
-0.3% |
0.7368 |
Close |
0.7417 |
0.7413 |
-0.0005 |
-0.1% |
0.7413 |
Range |
0.0068 |
0.0037 |
-0.0031 |
-45.6% |
0.0104 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
747 |
359 |
-388 |
-51.9% |
2,211 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7516 |
0.7501 |
0.7433 |
|
R3 |
0.7479 |
0.7464 |
0.7423 |
|
R2 |
0.7442 |
0.7442 |
0.7419 |
|
R1 |
0.7427 |
0.7427 |
0.7416 |
0.7434 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7408 |
S1 |
0.7390 |
0.7390 |
0.7409 |
0.7397 |
S2 |
0.7368 |
0.7368 |
0.7406 |
|
S3 |
0.7331 |
0.7353 |
0.7402 |
|
S4 |
0.7294 |
0.7316 |
0.7392 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7728 |
0.7674 |
0.7469 |
|
R3 |
0.7624 |
0.7570 |
0.7441 |
|
R2 |
0.7521 |
0.7521 |
0.7431 |
|
R1 |
0.7467 |
0.7467 |
0.7422 |
0.7494 |
PP |
0.7417 |
0.7417 |
0.7417 |
0.7431 |
S1 |
0.7363 |
0.7363 |
0.7403 |
0.7390 |
S2 |
0.7314 |
0.7314 |
0.7394 |
|
S3 |
0.7210 |
0.7260 |
0.7384 |
|
S4 |
0.7107 |
0.7156 |
0.7356 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7576 |
2.618 |
0.7516 |
1.618 |
0.7479 |
1.000 |
0.7456 |
0.618 |
0.7442 |
HIGH |
0.7419 |
0.618 |
0.7405 |
0.500 |
0.7401 |
0.382 |
0.7396 |
LOW |
0.7382 |
0.618 |
0.7359 |
1.000 |
0.7345 |
1.618 |
0.7322 |
2.618 |
0.7285 |
4.250 |
0.7225 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7409 |
0.7427 |
PP |
0.7405 |
0.7422 |
S1 |
0.7401 |
0.7417 |
|