CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7858 |
0.7840 |
-0.0018 |
-0.2% |
0.7846 |
High |
0.7877 |
0.7867 |
-0.0009 |
-0.1% |
0.7904 |
Low |
0.7831 |
0.7838 |
0.0007 |
0.1% |
0.7813 |
Close |
0.7844 |
0.7854 |
0.0010 |
0.1% |
0.7898 |
Range |
0.0046 |
0.0029 |
-0.0016 |
-36.3% |
0.0092 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
284 |
168 |
-116 |
-40.8% |
594 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7940 |
0.7926 |
0.7869 |
|
R3 |
0.7911 |
0.7897 |
0.7861 |
|
R2 |
0.7882 |
0.7882 |
0.7859 |
|
R1 |
0.7868 |
0.7868 |
0.7856 |
0.7875 |
PP |
0.7853 |
0.7853 |
0.7853 |
0.7856 |
S1 |
0.7839 |
0.7839 |
0.7851 |
0.7846 |
S2 |
0.7824 |
0.7824 |
0.7848 |
|
S3 |
0.7795 |
0.7810 |
0.7846 |
|
S4 |
0.7766 |
0.7781 |
0.7838 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8146 |
0.8113 |
0.7948 |
|
R3 |
0.8054 |
0.8022 |
0.7923 |
|
R2 |
0.7963 |
0.7963 |
0.7914 |
|
R1 |
0.7930 |
0.7930 |
0.7906 |
0.7947 |
PP |
0.7871 |
0.7871 |
0.7871 |
0.7880 |
S1 |
0.7839 |
0.7839 |
0.7889 |
0.7855 |
S2 |
0.7780 |
0.7780 |
0.7881 |
|
S3 |
0.7688 |
0.7747 |
0.7872 |
|
S4 |
0.7597 |
0.7656 |
0.7847 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7990 |
2.618 |
0.7943 |
1.618 |
0.7914 |
1.000 |
0.7896 |
0.618 |
0.7885 |
HIGH |
0.7867 |
0.618 |
0.7856 |
0.500 |
0.7853 |
0.382 |
0.7849 |
LOW |
0.7838 |
0.618 |
0.7820 |
1.000 |
0.7809 |
1.618 |
0.7791 |
2.618 |
0.7762 |
4.250 |
0.7715 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7853 |
0.7857 |
PP |
0.7853 |
0.7856 |
S1 |
0.7853 |
0.7855 |
|