CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8238 |
0.8257 |
0.0020 |
0.2% |
0.8110 |
High |
0.8266 |
0.8275 |
0.0009 |
0.1% |
0.8290 |
Low |
0.8220 |
0.8208 |
-0.0012 |
-0.1% |
0.8061 |
Close |
0.8258 |
0.8214 |
-0.0045 |
-0.5% |
0.8236 |
Range |
0.0046 |
0.0067 |
0.0021 |
44.6% |
0.0229 |
ATR |
|
|
|
|
|
Volume |
96 |
120 |
24 |
25.0% |
614 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8432 |
0.8389 |
0.8250 |
|
R3 |
0.8365 |
0.8323 |
0.8232 |
|
R2 |
0.8299 |
0.8299 |
0.8226 |
|
R1 |
0.8256 |
0.8256 |
0.8220 |
0.8244 |
PP |
0.8232 |
0.8232 |
0.8232 |
0.8226 |
S1 |
0.8190 |
0.8190 |
0.8207 |
0.8178 |
S2 |
0.8166 |
0.8166 |
0.8201 |
|
S3 |
0.8099 |
0.8123 |
0.8195 |
|
S4 |
0.8033 |
0.8057 |
0.8177 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8882 |
0.8788 |
0.8361 |
|
R3 |
0.8653 |
0.8559 |
0.8298 |
|
R2 |
0.8424 |
0.8424 |
0.8277 |
|
R1 |
0.8330 |
0.8330 |
0.8256 |
0.8377 |
PP |
0.8195 |
0.8195 |
0.8195 |
0.8219 |
S1 |
0.8101 |
0.8101 |
0.8215 |
0.8148 |
S2 |
0.7966 |
0.7966 |
0.8194 |
|
S3 |
0.7737 |
0.7872 |
0.8173 |
|
S4 |
0.7508 |
0.7643 |
0.8110 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8557 |
2.618 |
0.8449 |
1.618 |
0.8382 |
1.000 |
0.8341 |
0.618 |
0.8316 |
HIGH |
0.8275 |
0.618 |
0.8249 |
0.500 |
0.8241 |
0.382 |
0.8233 |
LOW |
0.8208 |
0.618 |
0.8167 |
1.000 |
0.8142 |
1.618 |
0.8100 |
2.618 |
0.8034 |
4.250 |
0.7925 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8241 |
0.8249 |
PP |
0.8232 |
0.8237 |
S1 |
0.8223 |
0.8225 |
|