CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7769 |
-0.0031 |
-0.4% |
0.7925 |
High |
0.7804 |
0.7787 |
-0.0018 |
-0.2% |
0.7932 |
Low |
0.7754 |
0.7758 |
0.0004 |
0.0% |
0.7756 |
Close |
0.7765 |
0.7774 |
0.0009 |
0.1% |
0.7793 |
Range |
0.0050 |
0.0029 |
-0.0021 |
-42.0% |
0.0177 |
ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
250 |
144 |
-106 |
-42.4% |
995 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7860 |
0.7846 |
0.7790 |
|
R3 |
0.7831 |
0.7817 |
0.7782 |
|
R2 |
0.7802 |
0.7802 |
0.7779 |
|
R1 |
0.7788 |
0.7788 |
0.7777 |
0.7795 |
PP |
0.7773 |
0.7773 |
0.7773 |
0.7776 |
S1 |
0.7759 |
0.7759 |
0.7771 |
0.7766 |
S2 |
0.7744 |
0.7744 |
0.7769 |
|
S3 |
0.7715 |
0.7730 |
0.7766 |
|
S4 |
0.7686 |
0.7701 |
0.7758 |
|
|
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 |
0.7910 |
2.618 |
0.7862 |
1.618 |
0.7833 |
1.000 |
0.7816 |
0.618 |
0.7804 |
HIGH |
0.7787 |
0.618 |
0.7775 |
0.500 |
0.7772 |
0.382 |
0.7769 |
LOW |
0.7758 |
0.618 |
0.7740 |
1.000 |
0.7729 |
1.618 |
0.7711 |
2.618 |
0.7682 |
4.250 |
0.7634 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7773 |
0.7783 |
PP |
0.7773 |
0.7780 |
S1 |
0.7772 |
0.7777 |
|