CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7875 |
0.7842 |
-0.0033 |
-0.4% |
0.7805 |
High |
0.7875 |
0.7875 |
0.0000 |
0.0% |
0.7873 |
Low |
0.7813 |
0.7842 |
0.0029 |
0.4% |
0.7754 |
Close |
0.7833 |
0.7869 |
0.0037 |
0.5% |
0.7846 |
Range |
0.0062 |
0.0033 |
-0.0029 |
-47.2% |
0.0119 |
ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
142 |
182 |
40 |
28.2% |
799 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7961 |
0.7948 |
0.7887 |
|
R3 |
0.7928 |
0.7915 |
0.7878 |
|
R2 |
0.7895 |
0.7895 |
0.7875 |
|
R1 |
0.7882 |
0.7882 |
0.7872 |
0.7888 |
PP |
0.7862 |
0.7862 |
0.7862 |
0.7865 |
S1 |
0.7849 |
0.7849 |
0.7866 |
0.7855 |
S2 |
0.7829 |
0.7829 |
0.7863 |
|
S3 |
0.7796 |
0.7816 |
0.7860 |
|
S4 |
0.7763 |
0.7783 |
0.7851 |
|
|
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 |
0.8015 |
2.618 |
0.7961 |
1.618 |
0.7928 |
1.000 |
0.7908 |
0.618 |
0.7895 |
HIGH |
0.7875 |
0.618 |
0.7862 |
0.500 |
0.7858 |
0.382 |
0.7854 |
LOW |
0.7842 |
0.618 |
0.7821 |
1.000 |
0.7809 |
1.618 |
0.7788 |
2.618 |
0.7755 |
4.250 |
0.7701 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7865 |
0.7861 |
PP |
0.7862 |
0.7854 |
S1 |
0.7858 |
0.7846 |
|