CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7816 |
0.7846 |
0.0031 |
0.4% |
0.7805 |
High |
0.7873 |
0.7879 |
0.0006 |
0.1% |
0.7873 |
Low |
0.7803 |
0.7835 |
0.0032 |
0.4% |
0.7754 |
Close |
0.7846 |
0.7872 |
0.0026 |
0.3% |
0.7846 |
Range |
0.0070 |
0.0045 |
-0.0026 |
-36.4% |
0.0119 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
Volume |
132 |
95 |
-37 |
-28.0% |
799 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7995 |
0.7978 |
0.7896 |
|
R3 |
0.7951 |
0.7934 |
0.7884 |
|
R2 |
0.7906 |
0.7906 |
0.7880 |
|
R1 |
0.7889 |
0.7889 |
0.7876 |
0.7898 |
PP |
0.7862 |
0.7862 |
0.7862 |
0.7866 |
S1 |
0.7845 |
0.7845 |
0.7868 |
0.7853 |
S2 |
0.7817 |
0.7817 |
0.7864 |
|
S3 |
0.7773 |
0.7800 |
0.7860 |
|
S4 |
0.7728 |
0.7756 |
0.7848 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8181 |
0.8133 |
0.7911 |
|
R3 |
0.8062 |
0.8014 |
0.7879 |
|
R2 |
0.7943 |
0.7943 |
0.7868 |
|
R1 |
0.7895 |
0.7895 |
0.7857 |
0.7919 |
PP |
0.7824 |
0.7824 |
0.7824 |
0.7837 |
S1 |
0.7776 |
0.7776 |
0.7835 |
0.7800 |
S2 |
0.7705 |
0.7705 |
0.7824 |
|
S3 |
0.7586 |
0.7657 |
0.7813 |
|
S4 |
0.7467 |
0.7538 |
0.7781 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8068 |
2.618 |
0.7996 |
1.618 |
0.7951 |
1.000 |
0.7924 |
0.618 |
0.7907 |
HIGH |
0.7879 |
0.618 |
0.7862 |
0.500 |
0.7857 |
0.382 |
0.7852 |
LOW |
0.7835 |
0.618 |
0.7807 |
1.000 |
0.7790 |
1.618 |
0.7763 |
2.618 |
0.7718 |
4.250 |
0.7645 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7867 |
0.7857 |
PP |
0.7862 |
0.7843 |
S1 |
0.7857 |
0.7828 |
|