CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8124 |
0.8105 |
-0.0019 |
-0.2% |
0.8200 |
High |
0.8161 |
0.8125 |
-0.0036 |
-0.4% |
0.8217 |
Low |
0.8103 |
0.8081 |
-0.0022 |
-0.3% |
0.8078 |
Close |
0.8112 |
0.8100 |
-0.0012 |
-0.1% |
0.8112 |
Range |
0.0058 |
0.0044 |
-0.0014 |
-24.1% |
0.0139 |
ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
24 |
28 |
4 |
16.7% |
335 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8234 |
0.8211 |
0.8124 |
|
R3 |
0.8190 |
0.8167 |
0.8112 |
|
R2 |
0.8146 |
0.8146 |
0.8108 |
|
R1 |
0.8123 |
0.8123 |
0.8104 |
0.8112 |
PP |
0.8102 |
0.8102 |
0.8102 |
0.8096 |
S1 |
0.8079 |
0.8079 |
0.8095 |
0.8068 |
S2 |
0.8057 |
0.8057 |
0.8091 |
|
S3 |
0.8013 |
0.8034 |
0.8087 |
|
S4 |
0.7969 |
0.7990 |
0.8075 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8552 |
0.8471 |
0.8188 |
|
R3 |
0.8413 |
0.8332 |
0.8150 |
|
R2 |
0.8274 |
0.8274 |
0.8137 |
|
R1 |
0.8193 |
0.8193 |
0.8124 |
0.8164 |
PP |
0.8136 |
0.8136 |
0.8136 |
0.8121 |
S1 |
0.8054 |
0.8054 |
0.8099 |
0.8025 |
S2 |
0.7997 |
0.7997 |
0.8086 |
|
S3 |
0.7858 |
0.7915 |
0.8073 |
|
S4 |
0.7719 |
0.7776 |
0.8035 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8312 |
2.618 |
0.8240 |
1.618 |
0.8196 |
1.000 |
0.8169 |
0.618 |
0.8152 |
HIGH |
0.8125 |
0.618 |
0.8108 |
0.500 |
0.8103 |
0.382 |
0.8097 |
LOW |
0.8081 |
0.618 |
0.8053 |
1.000 |
0.8036 |
1.618 |
0.8009 |
2.618 |
0.7965 |
4.250 |
0.7893 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8103 |
0.8121 |
PP |
0.8102 |
0.8114 |
S1 |
0.8101 |
0.8107 |
|