CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
0.8257 |
0.8215 |
-0.0042 |
-0.5% |
0.8110 |
High |
0.8275 |
0.8246 |
-0.0029 |
-0.3% |
0.8290 |
Low |
0.8208 |
0.8190 |
-0.0018 |
-0.2% |
0.8061 |
Close |
0.8214 |
0.8200 |
-0.0013 |
-0.2% |
0.8236 |
Range |
0.0067 |
0.0056 |
-0.0011 |
-15.8% |
0.0229 |
ATR |
|
|
|
|
|
Volume |
120 |
73 |
-47 |
-39.2% |
614 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8380 |
0.8346 |
0.8231 |
|
R3 |
0.8324 |
0.8290 |
0.8215 |
|
R2 |
0.8268 |
0.8268 |
0.8210 |
|
R1 |
0.8234 |
0.8234 |
0.8205 |
0.8223 |
PP |
0.8212 |
0.8212 |
0.8212 |
0.8207 |
S1 |
0.8178 |
0.8178 |
0.8195 |
0.8167 |
S2 |
0.8156 |
0.8156 |
0.8190 |
|
S3 |
0.8100 |
0.8122 |
0.8185 |
|
S4 |
0.8044 |
0.8066 |
0.8169 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8882 |
0.8788 |
0.8361 |
|
R3 |
0.8653 |
0.8559 |
0.8298 |
|
R2 |
0.8424 |
0.8424 |
0.8277 |
|
R1 |
0.8330 |
0.8330 |
0.8256 |
0.8377 |
PP |
0.8195 |
0.8195 |
0.8195 |
0.8219 |
S1 |
0.8101 |
0.8101 |
0.8215 |
0.8148 |
S2 |
0.7966 |
0.7966 |
0.8194 |
|
S3 |
0.7737 |
0.7872 |
0.8173 |
|
S4 |
0.7508 |
0.7643 |
0.8110 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8484 |
2.618 |
0.8393 |
1.618 |
0.8337 |
1.000 |
0.8302 |
0.618 |
0.8281 |
HIGH |
0.8246 |
0.618 |
0.8225 |
0.500 |
0.8218 |
0.382 |
0.8211 |
LOW |
0.8190 |
0.618 |
0.8155 |
1.000 |
0.8134 |
1.618 |
0.8099 |
2.618 |
0.8043 |
4.250 |
0.7952 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8218 |
0.8232 |
PP |
0.8212 |
0.8222 |
S1 |
0.8206 |
0.8211 |
|