CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 10-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7971 |
0.7988 |
0.0017 |
0.2% |
0.8017 |
High |
0.7978 |
0.8014 |
0.0036 |
0.4% |
0.8035 |
Low |
0.7971 |
0.7988 |
0.0017 |
0.2% |
0.7948 |
Close |
0.7976 |
0.8000 |
0.0024 |
0.3% |
0.7987 |
Range |
0.0007 |
0.0025 |
0.0018 |
264.3% |
0.0087 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
40 |
116 |
76 |
190.0% |
333 |
|
Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8077 |
0.8064 |
0.8014 |
|
R3 |
0.8051 |
0.8038 |
0.8007 |
|
R2 |
0.8026 |
0.8026 |
0.8005 |
|
R1 |
0.8013 |
0.8013 |
0.8002 |
0.8019 |
PP |
0.8001 |
0.8001 |
0.8001 |
0.8004 |
S1 |
0.7988 |
0.7988 |
0.7998 |
0.7994 |
S2 |
0.7975 |
0.7975 |
0.7995 |
|
S3 |
0.7950 |
0.7962 |
0.7993 |
|
S4 |
0.7924 |
0.7937 |
0.7986 |
|
|
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 |
0.8122 |
2.618 |
0.8080 |
1.618 |
0.8055 |
1.000 |
0.8039 |
0.618 |
0.8029 |
HIGH |
0.8014 |
0.618 |
0.8004 |
0.500 |
0.8001 |
0.382 |
0.7998 |
LOW |
0.7988 |
0.618 |
0.7972 |
1.000 |
0.7963 |
1.618 |
0.7947 |
2.618 |
0.7921 |
4.250 |
0.7880 |
|
|
Fisher Pivots for day following 10-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8001 |
0.7994 |
PP |
0.8001 |
0.7987 |
S1 |
0.8000 |
0.7981 |
|