CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.8022 |
0.7925 |
-0.0097 |
-1.2% |
0.8022 |
High |
0.8022 |
0.7932 |
-0.0090 |
-1.1% |
0.8039 |
Low |
0.7928 |
0.7909 |
-0.0019 |
-0.2% |
0.7928 |
Close |
0.7928 |
0.7919 |
-0.0010 |
-0.1% |
0.7928 |
Range |
0.0095 |
0.0024 |
-0.0071 |
-75.1% |
0.0111 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
337 |
128 |
-209 |
-62.0% |
862 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7990 |
0.7978 |
0.7931 |
|
R3 |
0.7967 |
0.7954 |
0.7925 |
|
R2 |
0.7943 |
0.7943 |
0.7923 |
|
R1 |
0.7931 |
0.7931 |
0.7921 |
0.7925 |
PP |
0.7920 |
0.7920 |
0.7920 |
0.7917 |
S1 |
0.7907 |
0.7907 |
0.7916 |
0.7902 |
S2 |
0.7896 |
0.7896 |
0.7914 |
|
S3 |
0.7873 |
0.7884 |
0.7912 |
|
S4 |
0.7849 |
0.7860 |
0.7906 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8298 |
0.8224 |
0.7989 |
|
R3 |
0.8187 |
0.8113 |
0.7959 |
|
R2 |
0.8076 |
0.8076 |
0.7948 |
|
R1 |
0.8002 |
0.8002 |
0.7938 |
0.7983 |
PP |
0.7965 |
0.7965 |
0.7965 |
0.7955 |
S1 |
0.7891 |
0.7891 |
0.7918 |
0.7872 |
S2 |
0.7854 |
0.7854 |
0.7908 |
|
S3 |
0.7743 |
0.7780 |
0.7897 |
|
S4 |
0.7632 |
0.7669 |
0.7867 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8032 |
2.618 |
0.7994 |
1.618 |
0.7970 |
1.000 |
0.7956 |
0.618 |
0.7947 |
HIGH |
0.7932 |
0.618 |
0.7923 |
0.500 |
0.7920 |
0.382 |
0.7917 |
LOW |
0.7909 |
0.618 |
0.7894 |
1.000 |
0.7885 |
1.618 |
0.7870 |
2.618 |
0.7847 |
4.250 |
0.7809 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7920 |
0.7974 |
PP |
0.7920 |
0.7955 |
S1 |
0.7919 |
0.7937 |
|