CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8022 |
0.7987 |
-0.0035 |
-0.4% |
0.7971 |
High |
0.8022 |
0.7995 |
-0.0027 |
-0.3% |
0.8044 |
Low |
0.7976 |
0.7950 |
-0.0026 |
-0.3% |
0.7971 |
Close |
0.7993 |
0.7981 |
-0.0012 |
-0.2% |
0.8020 |
Range |
0.0046 |
0.0045 |
-0.0001 |
-1.1% |
0.0073 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
Volume |
150 |
197 |
47 |
31.3% |
517 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8110 |
0.8090 |
0.8005 |
|
R3 |
0.8065 |
0.8045 |
0.7993 |
|
R2 |
0.8020 |
0.8020 |
0.7989 |
|
R1 |
0.8000 |
0.8000 |
0.7985 |
0.7988 |
PP |
0.7975 |
0.7975 |
0.7975 |
0.7969 |
S1 |
0.7955 |
0.7955 |
0.7976 |
0.7943 |
S2 |
0.7930 |
0.7930 |
0.7972 |
|
S3 |
0.7885 |
0.7910 |
0.7968 |
|
S4 |
0.7840 |
0.7865 |
0.7956 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8231 |
0.8198 |
0.8060 |
|
R3 |
0.8158 |
0.8125 |
0.8040 |
|
R2 |
0.8085 |
0.8085 |
0.8033 |
|
R1 |
0.8052 |
0.8052 |
0.8026 |
0.8068 |
PP |
0.8012 |
0.8012 |
0.8012 |
0.8020 |
S1 |
0.7979 |
0.7979 |
0.8013 |
0.7995 |
S2 |
0.7938 |
0.7938 |
0.8006 |
|
S3 |
0.7865 |
0.7906 |
0.7999 |
|
S4 |
0.7792 |
0.7833 |
0.7979 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8186 |
2.618 |
0.8112 |
1.618 |
0.8067 |
1.000 |
0.8039 |
0.618 |
0.8022 |
HIGH |
0.7995 |
0.618 |
0.7977 |
0.500 |
0.7972 |
0.382 |
0.7967 |
LOW |
0.7950 |
0.618 |
0.7922 |
1.000 |
0.7905 |
1.618 |
0.7877 |
2.618 |
0.7832 |
4.250 |
0.7758 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7978 |
0.7991 |
PP |
0.7975 |
0.7988 |
S1 |
0.7972 |
0.7984 |
|