CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8020 |
0.7963 |
-0.0056 |
-0.7% |
0.8017 |
High |
0.8027 |
0.7989 |
-0.0037 |
-0.5% |
0.8035 |
Low |
0.7957 |
0.7948 |
-0.0009 |
-0.1% |
0.7948 |
Close |
0.7961 |
0.7987 |
0.0026 |
0.3% |
0.7987 |
Range |
0.0069 |
0.0041 |
-0.0028 |
-41.0% |
0.0087 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
95 |
86 |
-9 |
-9.5% |
333 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8098 |
0.8083 |
0.8010 |
|
R3 |
0.8057 |
0.8042 |
0.7998 |
|
R2 |
0.8016 |
0.8016 |
0.7995 |
|
R1 |
0.8001 |
0.8001 |
0.7991 |
0.8009 |
PP |
0.7975 |
0.7975 |
0.7975 |
0.7978 |
S1 |
0.7960 |
0.7960 |
0.7983 |
0.7968 |
S2 |
0.7934 |
0.7934 |
0.7979 |
|
S3 |
0.7893 |
0.7919 |
0.7976 |
|
S4 |
0.7852 |
0.7878 |
0.7964 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8251 |
0.8206 |
0.8035 |
|
R3 |
0.8164 |
0.8119 |
0.8011 |
|
R2 |
0.8077 |
0.8077 |
0.8003 |
|
R1 |
0.8032 |
0.8032 |
0.7995 |
0.8011 |
PP |
0.7990 |
0.7990 |
0.7990 |
0.7980 |
S1 |
0.7945 |
0.7945 |
0.7979 |
0.7924 |
S2 |
0.7903 |
0.7903 |
0.7971 |
|
S3 |
0.7816 |
0.7858 |
0.7963 |
|
S4 |
0.7729 |
0.7771 |
0.7939 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8163 |
2.618 |
0.8096 |
1.618 |
0.8055 |
1.000 |
0.8030 |
0.618 |
0.8014 |
HIGH |
0.7989 |
0.618 |
0.7973 |
0.500 |
0.7969 |
0.382 |
0.7964 |
LOW |
0.7948 |
0.618 |
0.7923 |
1.000 |
0.7907 |
1.618 |
0.7882 |
2.618 |
0.7841 |
4.250 |
0.7774 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7981 |
0.7992 |
PP |
0.7975 |
0.7990 |
S1 |
0.7969 |
0.7989 |
|