CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
0.7782 |
0.7805 |
0.0023 |
0.3% |
0.7925 |
High |
0.7815 |
0.7812 |
-0.0003 |
0.0% |
0.7932 |
Low |
0.7756 |
0.7787 |
0.0032 |
0.4% |
0.7756 |
Close |
0.7793 |
0.7801 |
0.0009 |
0.1% |
0.7793 |
Range |
0.0060 |
0.0025 |
-0.0035 |
-58.0% |
0.0177 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
167 |
193 |
26 |
15.6% |
995 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7875 |
0.7863 |
0.7815 |
|
R3 |
0.7850 |
0.7838 |
0.7808 |
|
R2 |
0.7825 |
0.7825 |
0.7806 |
|
R1 |
0.7813 |
0.7813 |
0.7803 |
0.7807 |
PP |
0.7800 |
0.7800 |
0.7800 |
0.7797 |
S1 |
0.7788 |
0.7788 |
0.7799 |
0.7782 |
S2 |
0.7775 |
0.7775 |
0.7796 |
|
S3 |
0.7750 |
0.7763 |
0.7794 |
|
S4 |
0.7725 |
0.7738 |
0.7787 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8356 |
0.8251 |
0.7890 |
|
R3 |
0.8180 |
0.8074 |
0.7841 |
|
R2 |
0.8003 |
0.8003 |
0.7825 |
|
R1 |
0.7898 |
0.7898 |
0.7809 |
0.7862 |
PP |
0.7827 |
0.7827 |
0.7827 |
0.7809 |
S1 |
0.7721 |
0.7721 |
0.7776 |
0.7686 |
S2 |
0.7650 |
0.7650 |
0.7760 |
|
S3 |
0.7474 |
0.7545 |
0.7744 |
|
S4 |
0.7297 |
0.7368 |
0.7695 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7918 |
2.618 |
0.7877 |
1.618 |
0.7852 |
1.000 |
0.7837 |
0.618 |
0.7827 |
HIGH |
0.7812 |
0.618 |
0.7802 |
0.500 |
0.7800 |
0.382 |
0.7797 |
LOW |
0.7787 |
0.618 |
0.7772 |
1.000 |
0.7762 |
1.618 |
0.7747 |
2.618 |
0.7722 |
4.250 |
0.7681 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7801 |
0.7799 |
PP |
0.7800 |
0.7796 |
S1 |
0.7800 |
0.7794 |
|