CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9520 |
0.9553 |
0.0033 |
0.3% |
0.9653 |
High |
0.9581 |
0.9554 |
-0.0027 |
-0.3% |
0.9800 |
Low |
0.9520 |
0.9553 |
0.0033 |
0.3% |
0.9510 |
Close |
0.9562 |
0.9590 |
0.0028 |
0.3% |
0.9544 |
Range |
0.0061 |
0.0001 |
-0.0060 |
-98.4% |
0.0290 |
ATR |
0.0096 |
0.0089 |
-0.0006 |
-6.5% |
0.0000 |
Volume |
50 |
126 |
76 |
152.0% |
242 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9569 |
0.9580 |
0.9591 |
|
R3 |
0.9568 |
0.9579 |
0.9590 |
|
R2 |
0.9567 |
0.9567 |
0.9590 |
|
R1 |
0.9578 |
0.9578 |
0.9590 |
0.9573 |
PP |
0.9566 |
0.9566 |
0.9566 |
0.9563 |
S1 |
0.9577 |
0.9577 |
0.9590 |
0.9572 |
S2 |
0.9565 |
0.9565 |
0.9590 |
|
S3 |
0.9564 |
0.9576 |
0.9590 |
|
S4 |
0.9563 |
0.9575 |
0.9589 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0488 |
1.0306 |
0.9704 |
|
R3 |
1.0198 |
1.0016 |
0.9624 |
|
R2 |
0.9908 |
0.9908 |
0.9597 |
|
R1 |
0.9726 |
0.9726 |
0.9571 |
0.9672 |
PP |
0.9618 |
0.9618 |
0.9618 |
0.9591 |
S1 |
0.9436 |
0.9436 |
0.9517 |
0.9382 |
S2 |
0.9328 |
0.9328 |
0.9491 |
|
S3 |
0.9038 |
0.9146 |
0.9464 |
|
S4 |
0.8748 |
0.8856 |
0.9385 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9558 |
2.618 |
0.9557 |
1.618 |
0.9556 |
1.000 |
0.9555 |
0.618 |
0.9555 |
HIGH |
0.9554 |
0.618 |
0.9554 |
0.500 |
0.9554 |
0.382 |
0.9553 |
LOW |
0.9553 |
0.618 |
0.9552 |
1.000 |
0.9552 |
1.618 |
0.9551 |
2.618 |
0.9550 |
4.250 |
0.9549 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9578 |
0.9550 |
PP |
0.9566 |
0.9510 |
S1 |
0.9554 |
0.9471 |
|