CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8017 |
0.7997 |
-0.0020 |
-0.2% |
0.8105 |
| High |
0.8017 |
0.8018 |
0.0002 |
0.0% |
0.8125 |
| Low |
0.7992 |
0.7985 |
-0.0008 |
-0.1% |
0.7989 |
| Close |
0.8005 |
0.8013 |
0.0008 |
0.1% |
0.8029 |
| Range |
0.0024 |
0.0033 |
0.0009 |
36.7% |
0.0136 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
58 |
45 |
-13 |
-22.4% |
585 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8092 |
0.8031 |
|
| R3 |
0.8072 |
0.8059 |
0.8022 |
|
| R2 |
0.8038 |
0.8038 |
0.8019 |
|
| R1 |
0.8025 |
0.8025 |
0.8016 |
0.8032 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8008 |
| S1 |
0.7992 |
0.7992 |
0.8009 |
0.7999 |
| S2 |
0.7972 |
0.7972 |
0.8006 |
|
| S3 |
0.7938 |
0.7959 |
0.8003 |
|
| S4 |
0.7905 |
0.7925 |
0.7994 |
|
|
| 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 |
0.8160 |
|
2.618 |
0.8106 |
|
1.618 |
0.8072 |
|
1.000 |
0.8051 |
|
0.618 |
0.8039 |
|
HIGH |
0.8018 |
|
0.618 |
0.8005 |
|
0.500 |
0.8001 |
|
0.382 |
0.7997 |
|
LOW |
0.7985 |
|
0.618 |
0.7964 |
|
1.000 |
0.7951 |
|
1.618 |
0.7930 |
|
2.618 |
0.7897 |
|
4.250 |
0.7842 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8009 |
0.8020 |
| PP |
0.8005 |
0.8017 |
| S1 |
0.8001 |
0.8015 |
|