CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7994 |
0.8031 |
0.0036 |
0.5% |
0.7971 |
High |
0.8035 |
0.8039 |
0.0004 |
0.0% |
0.8044 |
Low |
0.7990 |
0.8012 |
0.0022 |
0.3% |
0.7971 |
Close |
0.8031 |
0.8016 |
-0.0015 |
-0.2% |
0.8020 |
Range |
0.0045 |
0.0027 |
-0.0018 |
-39.3% |
0.0073 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
151 |
27 |
-124 |
-82.1% |
517 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8103 |
0.8086 |
0.8030 |
|
R3 |
0.8076 |
0.8059 |
0.8023 |
|
R2 |
0.8049 |
0.8049 |
0.8020 |
|
R1 |
0.8032 |
0.8032 |
0.8018 |
0.8027 |
PP |
0.8022 |
0.8022 |
0.8022 |
0.8019 |
S1 |
0.8005 |
0.8005 |
0.8013 |
0.8000 |
S2 |
0.7995 |
0.7995 |
0.8011 |
|
S3 |
0.7968 |
0.7978 |
0.8008 |
|
S4 |
0.7941 |
0.7951 |
0.8001 |
|
|
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 |
0.8153 |
2.618 |
0.8109 |
1.618 |
0.8082 |
1.000 |
0.8065 |
0.618 |
0.8055 |
HIGH |
0.8039 |
0.618 |
0.8028 |
0.500 |
0.8025 |
0.382 |
0.8022 |
LOW |
0.8012 |
0.618 |
0.7995 |
1.000 |
0.7985 |
1.618 |
0.7968 |
2.618 |
0.7941 |
4.250 |
0.7897 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8025 |
0.8008 |
PP |
0.8022 |
0.8001 |
S1 |
0.8019 |
0.7994 |
|