CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9553 |
0.9700 |
0.0147 |
1.5% |
0.9513 |
High |
0.9554 |
0.9700 |
0.0146 |
1.5% |
0.9700 |
Low |
0.9553 |
0.9596 |
0.0043 |
0.5% |
0.9360 |
Close |
0.9590 |
0.9592 |
0.0002 |
0.0% |
0.9592 |
Range |
0.0001 |
0.0104 |
0.0103 |
10,300.0% |
0.0340 |
ATR |
0.0089 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
Volume |
126 |
114 |
-12 |
-9.5% |
420 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9941 |
0.9871 |
0.9649 |
|
R3 |
0.9837 |
0.9767 |
0.9621 |
|
R2 |
0.9733 |
0.9733 |
0.9611 |
|
R1 |
0.9663 |
0.9663 |
0.9602 |
0.9646 |
PP |
0.9629 |
0.9629 |
0.9629 |
0.9621 |
S1 |
0.9559 |
0.9559 |
0.9582 |
0.9542 |
S2 |
0.9525 |
0.9525 |
0.9573 |
|
S3 |
0.9421 |
0.9455 |
0.9563 |
|
S4 |
0.9317 |
0.9351 |
0.9535 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0571 |
1.0421 |
0.9779 |
|
R3 |
1.0231 |
1.0081 |
0.9686 |
|
R2 |
0.9891 |
0.9891 |
0.9654 |
|
R1 |
0.9741 |
0.9741 |
0.9623 |
0.9816 |
PP |
0.9551 |
0.9551 |
0.9551 |
0.9588 |
S1 |
0.9401 |
0.9401 |
0.9561 |
0.9476 |
S2 |
0.9211 |
0.9211 |
0.9530 |
|
S3 |
0.8871 |
0.9061 |
0.9499 |
|
S4 |
0.8531 |
0.8721 |
0.9405 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0142 |
2.618 |
0.9972 |
1.618 |
0.9868 |
1.000 |
0.9804 |
0.618 |
0.9764 |
HIGH |
0.9700 |
0.618 |
0.9660 |
0.500 |
0.9648 |
0.382 |
0.9636 |
LOW |
0.9596 |
0.618 |
0.9532 |
1.000 |
0.9492 |
1.618 |
0.9428 |
2.618 |
0.9324 |
4.250 |
0.9154 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9648 |
0.9610 |
PP |
0.9629 |
0.9604 |
S1 |
0.9611 |
0.9598 |
|