CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8047 |
0.8017 |
-0.0031 |
-0.4% |
0.8105 |
High |
0.8055 |
0.8017 |
-0.0039 |
-0.5% |
0.8125 |
Low |
0.7989 |
0.7992 |
0.0003 |
0.0% |
0.7989 |
Close |
0.8029 |
0.8005 |
-0.0024 |
-0.3% |
0.8029 |
Range |
0.0066 |
0.0024 |
-0.0042 |
-62.9% |
0.0136 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
187 |
58 |
-129 |
-69.0% |
585 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8078 |
0.8066 |
0.8018 |
|
R3 |
0.8053 |
0.8041 |
0.8011 |
|
R2 |
0.8029 |
0.8029 |
0.8009 |
|
R1 |
0.8017 |
0.8017 |
0.8007 |
0.8011 |
PP |
0.8004 |
0.8004 |
0.8004 |
0.8001 |
S1 |
0.7992 |
0.7992 |
0.8002 |
0.7986 |
S2 |
0.7980 |
0.7980 |
0.8000 |
|
S3 |
0.7955 |
0.7968 |
0.7998 |
|
S4 |
0.7931 |
0.7943 |
0.7991 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8454 |
0.8377 |
0.8103 |
|
R3 |
0.8318 |
0.8241 |
0.8066 |
|
R2 |
0.8183 |
0.8183 |
0.8053 |
|
R1 |
0.8106 |
0.8106 |
0.8041 |
0.8077 |
PP |
0.8047 |
0.8047 |
0.8047 |
0.8033 |
S1 |
0.7970 |
0.7970 |
0.8016 |
0.7941 |
S2 |
0.7912 |
0.7912 |
0.8004 |
|
S3 |
0.7776 |
0.7835 |
0.7991 |
|
S4 |
0.7641 |
0.7699 |
0.7954 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8121 |
2.618 |
0.8081 |
1.618 |
0.8056 |
1.000 |
0.8041 |
0.618 |
0.8032 |
HIGH |
0.8017 |
0.618 |
0.8007 |
0.500 |
0.8004 |
0.382 |
0.8001 |
LOW |
0.7992 |
0.618 |
0.7977 |
1.000 |
0.7968 |
1.618 |
0.7952 |
2.618 |
0.7928 |
4.250 |
0.7888 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8004 |
0.8024 |
PP |
0.8004 |
0.8018 |
S1 |
0.8004 |
0.8011 |
|