CME Canadian Dollar Future March 2018
Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7857 |
0.0017 |
0.2% |
0.7892 |
High |
0.7867 |
0.7874 |
0.0006 |
0.1% |
0.7897 |
Low |
0.7838 |
0.7810 |
-0.0028 |
-0.4% |
0.7810 |
Close |
0.7854 |
0.7847 |
-0.0007 |
-0.1% |
0.7847 |
Range |
0.0029 |
0.0064 |
0.0034 |
119.0% |
0.0087 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.9% |
0.0000 |
Volume |
168 |
352 |
184 |
109.5% |
2,376 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8034 |
0.8004 |
0.7881 |
|
R3 |
0.7970 |
0.7940 |
0.7864 |
|
R2 |
0.7907 |
0.7907 |
0.7858 |
|
R1 |
0.7877 |
0.7877 |
0.7852 |
0.7860 |
PP |
0.7843 |
0.7843 |
0.7843 |
0.7835 |
S1 |
0.7813 |
0.7813 |
0.7841 |
0.7797 |
S2 |
0.7780 |
0.7780 |
0.7835 |
|
S3 |
0.7716 |
0.7750 |
0.7829 |
|
S4 |
0.7653 |
0.7686 |
0.7812 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8112 |
0.8066 |
0.7894 |
|
R3 |
0.8025 |
0.7979 |
0.7870 |
|
R2 |
0.7938 |
0.7938 |
0.7862 |
|
R1 |
0.7892 |
0.7892 |
0.7854 |
0.7872 |
PP |
0.7851 |
0.7851 |
0.7851 |
0.7841 |
S1 |
0.7805 |
0.7805 |
0.7839 |
0.7785 |
S2 |
0.7764 |
0.7764 |
0.7831 |
|
S3 |
0.7677 |
0.7718 |
0.7823 |
|
S4 |
0.7590 |
0.7631 |
0.7799 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8143 |
2.618 |
0.8040 |
1.618 |
0.7976 |
1.000 |
0.7937 |
0.618 |
0.7913 |
HIGH |
0.7874 |
0.618 |
0.7849 |
0.500 |
0.7842 |
0.382 |
0.7834 |
LOW |
0.7810 |
0.618 |
0.7771 |
1.000 |
0.7747 |
1.618 |
0.7707 |
2.618 |
0.7644 |
4.250 |
0.7540 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7845 |
0.7845 |
PP |
0.7843 |
0.7844 |
S1 |
0.7842 |
0.7843 |
|