CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8106 |
0.8023 |
-0.0083 |
-1.0% |
0.8200 |
High |
0.8111 |
0.8060 |
-0.0052 |
-0.6% |
0.8217 |
Low |
0.8018 |
0.7999 |
-0.0019 |
-0.2% |
0.8078 |
Close |
0.8030 |
0.8055 |
0.0025 |
0.3% |
0.8112 |
Range |
0.0093 |
0.0060 |
-0.0033 |
-35.3% |
0.0139 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
206 |
104 |
-102 |
-49.5% |
335 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8219 |
0.8198 |
0.8088 |
|
R3 |
0.8159 |
0.8137 |
0.8072 |
|
R2 |
0.8098 |
0.8098 |
0.8066 |
|
R1 |
0.8077 |
0.8077 |
0.8061 |
0.8087 |
PP |
0.8038 |
0.8038 |
0.8038 |
0.8043 |
S1 |
0.8016 |
0.8016 |
0.8049 |
0.8027 |
S2 |
0.7977 |
0.7977 |
0.8044 |
|
S3 |
0.7917 |
0.7956 |
0.8038 |
|
S4 |
0.7856 |
0.7895 |
0.8022 |
|
|
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 |
0.8317 |
2.618 |
0.8218 |
1.618 |
0.8157 |
1.000 |
0.8120 |
0.618 |
0.8097 |
HIGH |
0.8060 |
0.618 |
0.8036 |
0.500 |
0.8029 |
0.382 |
0.8022 |
LOW |
0.7999 |
0.618 |
0.7962 |
1.000 |
0.7939 |
1.618 |
0.7901 |
2.618 |
0.7841 |
4.250 |
0.7742 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8046 |
0.8057 |
PP |
0.8038 |
0.8056 |
S1 |
0.8029 |
0.8056 |
|