CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7925 |
0.7917 |
-0.0008 |
-0.1% |
0.8022 |
High |
0.7932 |
0.7929 |
-0.0003 |
0.0% |
0.8039 |
Low |
0.7909 |
0.7888 |
-0.0021 |
-0.3% |
0.7928 |
Close |
0.7919 |
0.7899 |
-0.0020 |
-0.3% |
0.7928 |
Range |
0.0024 |
0.0042 |
0.0018 |
76.6% |
0.0111 |
ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
128 |
81 |
-47 |
-36.7% |
862 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8030 |
0.8006 |
0.7921 |
|
R3 |
0.7988 |
0.7964 |
0.7910 |
|
R2 |
0.7947 |
0.7947 |
0.7906 |
|
R1 |
0.7923 |
0.7923 |
0.7902 |
0.7914 |
PP |
0.7905 |
0.7905 |
0.7905 |
0.7901 |
S1 |
0.7881 |
0.7881 |
0.7895 |
0.7872 |
S2 |
0.7864 |
0.7864 |
0.7891 |
|
S3 |
0.7822 |
0.7840 |
0.7887 |
|
S4 |
0.7781 |
0.7798 |
0.7876 |
|
|
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 |
0.8105 |
2.618 |
0.8038 |
1.618 |
0.7996 |
1.000 |
0.7971 |
0.618 |
0.7955 |
HIGH |
0.7929 |
0.618 |
0.7913 |
0.500 |
0.7908 |
0.382 |
0.7903 |
LOW |
0.7888 |
0.618 |
0.7862 |
1.000 |
0.7846 |
1.618 |
0.7820 |
2.618 |
0.7779 |
4.250 |
0.7711 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7908 |
0.7955 |
PP |
0.7905 |
0.7936 |
S1 |
0.7902 |
0.7917 |
|