CME Canadian Dollar Future March 2018
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7963 |
0.7971 |
0.0008 |
0.1% |
0.8017 |
| High |
0.7989 |
0.7978 |
-0.0011 |
-0.1% |
0.8035 |
| Low |
0.7948 |
0.7971 |
0.0023 |
0.3% |
0.7948 |
| Close |
0.7987 |
0.7976 |
-0.0011 |
-0.1% |
0.7987 |
| Range |
0.0041 |
0.0007 |
-0.0034 |
-82.9% |
0.0087 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
86 |
40 |
-46 |
-53.5% |
333 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7993 |
0.7980 |
|
| R3 |
0.7989 |
0.7986 |
0.7978 |
|
| R2 |
0.7982 |
0.7982 |
0.7977 |
|
| R1 |
0.7979 |
0.7979 |
0.7977 |
0.7981 |
| PP |
0.7975 |
0.7975 |
0.7975 |
0.7976 |
| S1 |
0.7972 |
0.7972 |
0.7975 |
0.7974 |
| S2 |
0.7968 |
0.7968 |
0.7975 |
|
| S3 |
0.7961 |
0.7965 |
0.7974 |
|
| S4 |
0.7954 |
0.7958 |
0.7972 |
|
|
| 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 |
0.8008 |
|
2.618 |
0.7996 |
|
1.618 |
0.7989 |
|
1.000 |
0.7985 |
|
0.618 |
0.7982 |
|
HIGH |
0.7978 |
|
0.618 |
0.7975 |
|
0.500 |
0.7975 |
|
0.382 |
0.7974 |
|
LOW |
0.7971 |
|
0.618 |
0.7967 |
|
1.000 |
0.7964 |
|
1.618 |
0.7960 |
|
2.618 |
0.7953 |
|
4.250 |
0.7941 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7976 |
0.7987 |
| PP |
0.7975 |
0.7984 |
| S1 |
0.7975 |
0.7980 |
|